bondtrscashflow.hpp File Reference

cashflow paying the total return of a bond More...

#include <ql/cashflow.hpp>
#include <ql/handle.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/daycounter.hpp>
#include <qle/cashflows/trscashflow.hpp>
#include <qle/indexes/bondindex.hpp>
#include <qle/indexes/fxindex.hpp>

Go to the source code of this file.

Classes
class	BondTRSCashFlow
	bond trs cashflow More...
class	BondTRSLeg
	helper class building a sequence of bond trs cashflows More...

Namespaces
namespace	QuantExt

Detailed Description

cashflow paying the total return of a bond

Definition in file bondtrscashflow.hpp.