Discounting Bond TRS Engine. More...
#include <qle/pricingengines/discountingbondtrsengine.hpp>
Public Member Functions | |
DiscountingBondTRSEngine (const Handle< YieldTermStructure > &discountCurve) | |
void | calculate () const override |
const Handle< YieldTermStructure > & | discountCurve () const |
Discounting Bond TRS Engine.