#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.

95{}

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.

Public Member Functions

Public Attributes