trscashflow.hpp File Reference

cashflow paying the total return of an asset More...

#include <ql/cashflow.hpp>
#include <ql/handle.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/daycounter.hpp>
#include <qle/indexes/bondindex.hpp>
#include <qle/indexes/fxindex.hpp>

Go to the source code of this file.

Classes
class	TRSCashFlow
	bond trs cashflow More...
class	TRSLeg
	helper class building a sequence of trs cashflows More...

Namespaces
namespace	QuantExt

Detailed Description

cashflow paying the total return of an asset

Definition in file trscashflow.hpp.