impliedbondspread.cpp File Reference

#include <boost/make_shared.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/impliedbondspread.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantExt
namespace	QuantExt::detail

Variable Documentation

bond_

const Bond& bond_

private

Definition at line 36 of file impliedbondspread.cpp.

spread_

SimpleQuote& spread_

private

Definition at line 37 of file impliedbondspread.cpp.

targetValue_

Real targetValue_

private

Definition at line 38 of file impliedbondspread.cpp.

isCleanPrice_

bool isCleanPrice_

private

Definition at line 39 of file impliedbondspread.cpp.