ForwardBond Class Reference

Forward Bond class. More...

#include <qle/instruments/forwardbond.hpp>

Inheritance diagram for ForwardBond:

Classes
class	arguments
class	engine
class	results

Public Member Functions
	ForwardBond (const QuantLib::ext::shared_ptr< QuantLib::Bond > &underlying, const QuantLib::ext::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 QuantLib::ext::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 QuantLib::ext::shared_ptr< QuantLib::Bond > &	underlying ()

Detailed Description

Forward Bond class.