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>

Go to the source code of this file.

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

Namespaces
namespace	QuantExt

Detailed Description

Engine to value a Bond TRS.

Definition in file discountingbondtrsengine.hpp.