discountingbondtrsengine.hpp File Reference

Engine to value a Bond TRS. More...

#include <qle/instruments/bondtotalreturnswap.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/period.hpp>

Classes
class	DiscountingBondTRSEngine
	Discounting Bond TRS Engine. More...

Detailed Description

Engine to value a Bond TRS.