24#ifndef quantlib_equitytotalreturnswap_hpp
25#define quantlib_equitytotalreturnswap_hpp
33 class InterestRateIndex;
Equity total return swap.
ext::shared_ptr< EquityIndex > equityIndex_
Real interestRateLegNPV() const
BusinessDayConvention paymentConvention() const
Calendar paymentCalendar_
Real equityLegNPV() const
const DayCounter & dayCounter() const
const Schedule & schedule() const
ext::shared_ptr< InterestRateIndex > interestRateIndex_
Natural paymentDelay() const
BusinessDayConvention paymentConvention_
const Leg & equityLeg() const
const ext::shared_ptr< EquityIndex > & equityIndex() const
const Leg & interestRateLeg() const
const ext::shared_ptr< InterestRateIndex > & interestRateIndex() const
const Calendar & paymentCalendar() const
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
std::vector< ext::shared_ptr< CashFlow > > Leg
Sequence of cash-flows.