BondTRS::arguments Class Reference

#include <qle/instruments/bondtotalreturnswap.hpp>

Inheritance diagram for BondTRS::arguments:

Collaboration diagram for BondTRS::arguments:

Public Member Functions
void	validate () const override

Public Attributes
QuantLib::ext::shared_ptr< QuantExt::BondIndex >	bondIndex
QuantLib::ext::shared_ptr< QuantExt::FxIndex >	fxIndex
Real	bondNotional
std::vector< Leg >	fundingLeg
Leg	returnLeg
bool	payTotalReturnLeg
bool	payBondCashFlowsImmediately
Currency	fundingCurrency
Currency	bondCurrency
std::vector< Date >	paymentDates
std::vector< Date >	valuationDates

Detailed Description

Definition at line 85 of file bondtotalreturnswap.hpp.

Member Function Documentation

validate()

void validate ( ) const

override

Definition at line 95 of file bondtotalreturnswap.hpp.

{}

Member Data Documentation

bondIndex

QuantLib::ext::shared_ptr<QuantExt::BondIndex> bondIndex

Definition at line 87 of file bondtotalreturnswap.hpp.

fxIndex

QuantLib::ext::shared_ptr<QuantExt::FxIndex> fxIndex

Definition at line 88 of file bondtotalreturnswap.hpp.

bondNotional

Real bondNotional

Definition at line 89 of file bondtotalreturnswap.hpp.

fundingLeg

std::vector<Leg> fundingLeg

Definition at line 90 of file bondtotalreturnswap.hpp.

returnLeg

Leg returnLeg

Definition at line 91 of file bondtotalreturnswap.hpp.

payTotalReturnLeg

bool payTotalReturnLeg

Definition at line 92 of file bondtotalreturnswap.hpp.

payBondCashFlowsImmediately

bool payBondCashFlowsImmediately

Definition at line 93 of file bondtotalreturnswap.hpp.

fundingCurrency

Currency fundingCurrency

Definition at line 94 of file bondtotalreturnswap.hpp.

bondCurrency

Currency bondCurrency

Definition at line 94 of file bondtotalreturnswap.hpp.

paymentDates

std::vector<Date> paymentDates

Definition at line 96 of file bondtotalreturnswap.hpp.

valuationDates

std::vector<Date> valuationDates

Definition at line 97 of file bondtotalreturnswap.hpp.