TRSLeg Class Reference

helper class building a sequence of trs cashflows More...

#include <qle/cashflows/trscashflow.hpp>

Public Member Functions
	TRSLeg (const std::vector< Date > &valuationDates, const std::vector< Date > &paymentDates, const Real notional, const QuantLib::ext::shared_ptr< Index > &index, const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)
TRSLeg &	withInitialPrice (Real)
	operator Leg () const

Detailed Description

helper class building a sequence of trs cashflows