Forward Bond class. More...
#include <qle/instruments/forwardbond.hpp>
Classes | |
class | arguments |
class | engine |
class | results |
Public Member Functions | |
ForwardBond (const boost::shared_ptr< QuantLib::Bond > &underlying, const boost::shared_ptr< Payoff > &payoff, const Date &fwdMaturityDate, const Date &fwdSettlementDate, const bool isPhysicallySettled, const bool settlementDirty, const Real compensationPayment, const Date compensationPaymentDate, const Real bondNotional=1.0) | |
Constructor vanilla forward bond. | |
ForwardBond (const boost::shared_ptr< QuantLib::Bond > &underlying, const Real lockRate, const DayCounter &lockRateDayCounter, const bool longInForward, const Date &fwdMaturityDate, const Date &fwdSettlementDate, const bool isPhysicallySettled, const bool settlementDirty, const Real compensationPayment, const Date compensationPaymentDate, const Real bondNotional=1.0, const Real dv01=Null< Real >()) | |
Constructor for tlocks with lock rate. | |
Instrument interface | |
bool | isExpired () const override |
void | setupArguments (PricingEngine::arguments *) const override |
void | fetchResults (const PricingEngine::results *) const override |
Inspectors | |
const boost::shared_ptr< QuantLib::Bond > & | underlying () |
Forward Bond class.