BondTRSCashFlow Class Reference

bond trs cashflow More...

#include <qle/cashflows/bondtrscashflow.hpp>

Inheritance diagram for BondTRSCashFlow:

Collaboration diagram for BondTRSCashFlow:

Public Member Functions
	BondTRSCashFlow (const Date &paymentDate, const Date &fixingStartDate, const Date &fixingEndDate, const Real bondNotional, const QuantLib::ext::shared_ptr< BondIndex > &bondIndex, const Real initialPrice=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)
const Real	notional (Date date) const override
const Real	notional () const override
void	setFixingStartDate (QuantLib::Date fixingDate)
Public Member Functions inherited from TRSCashFlow
	TRSCashFlow (const Date &paymentDate, const Date &fixingStartDate, const Date &fixingEndDate, const Real notional, const QuantLib::ext::shared_ptr< Index > &Index, const Real initialPrice=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr)
Real	amount () const override
Date	date () const override
const Date &	fixingStartDate () const
const Date &	fixingEndDate () const
const QuantLib::ext::shared_ptr< Index > &	index () const
const Real	initialPrice () const
const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const
Real	fxStart () const
Real	fxEnd () const
Real	assetStart () const
Real	assetEnd () const
void	update () override
virtual void	accept (AcyclicVisitor &) override

Additional Inherited Members
Protected Attributes inherited from TRSCashFlow
Date	paymentDate_
Date	fixingStartDate_
Date	fixingEndDate_
Real	notional_
QuantLib::ext::shared_ptr< Index >	index_
Real	initialPrice_ = QuantLib::Null<Real>()
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_

Detailed Description

bond trs cashflow

Definition at line 39 of file bondtrscashflow.hpp.

Constructor & Destructor Documentation

BondTRSCashFlow()

BondTRSCashFlow	(	const Date &	paymentDate,
		const Date &	fixingStartDate,
		const Date &	fixingEndDate,
		const Real	bondNotional,
		const QuantLib::ext::shared_ptr< BondIndex > &	bondIndex,
		const Real	initialPrice = Null<Real>(),
		const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex = nullptr
	)

Definition at line 23 of file bondtrscashflow.cpp.

    : TRSCashFlow(paymentDate, fixingStartDate, fixingEndDate, bondNotional, bondIndex, initialPrice, fxIndex)  {}

Member Function Documentation

notional() [1/2]

const Real notional ( Date  date ) const

overridevirtual

Reimplemented from TRSCashFlow.

Definition at line 28 of file bondtrscashflow.cpp.

                                                    {
    auto bondIndex = ext::dynamic_pointer_cast<BondIndex>(index_);
    QL_REQUIRE(bondIndex, "BondTRSCashFlow::notional index must be a BondIndex");
    return bondIndex->bond()->notional(fixingStartDate_); 
}

notional() [2/2]

const Real notional ( ) const

overridevirtual

Reimplemented from TRSCashFlow.

Definition at line 46 of file bondtrscashflow.hpp.

{ return TRSCashFlow::notional(); };

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setFixingStartDate()

void setFixingStartDate

(

QuantLib::Date

fixingDate

)

Definition at line 34 of file bondtrscashflow.cpp.

                                                                { 
    QL_REQUIRE(fixingDate < fixingEndDate_, "BondTRSCashFlow fixingStartDate must be before fixingEndDate");    
    fixingStartDate_ = fixingDate; 
}