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Reference manual - version ored_version
BondIndexBuilder Class Reference

Public Member Functions

 BondIndexBuilder (const std::string &securityId, const bool dirty, const bool relative, const Calendar &fixingCalendar, const bool conditionalOnSurvival, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, QuantLib::Real bidAskAdjustment=0.0, const bool bondIssueDateFallback=false)
 uses BondFactory, works for all bond types
 BondIndexBuilder (const BondData &bondData, const bool dirty, const bool relative, const Calendar &fixingCalendar, const bool conditionalOnSurvival, const QuantLib::ext::shared_ptr< EngineFactory > &engineFactory, QuantLib::Real bidAskAdjustment=0.0, const bool bondIssueDateFallback=false)
 this only works for vanilla bonds
QuantLib::ext::shared_ptr< QuantExt::BondIndex > bondIndex () const
void addRequiredFixings (RequiredFixings &requiredFixings, Leg leg={})
const BondDatabondData () const
QuantLib::Real priceAdjustment (QuantLib::Real price)