BondFuture Class Reference

Bond Future class. More...

#include <qle/instruments/bondfuture.hpp>

Inheritance diagram for BondFuture:

Classes
class	arguments
class	results
class	engine

Public Member Functions
	BondFuture (const QuantLib::ext::shared_ptr< QuantExt::BondFuturesIndex > &index, const Real contractNotional, const bool isLong, const QuantLib::Date &futureSettlement, const bool physicalSettlement=true)
Instrument interface
bool	isExpired () const override
void	setupArguments (PricingEngine::arguments *) const override
void	fetchResults (const PricingEngine::results *) const override

Inspectors
const QuantLib::ext::shared_ptr< QuantExt::BondFuturesIndex > &	index () const
QuantLib::Real	contractNotional () const

Detailed Description

Bond Future class.