BondTRSCashFlow Class Reference

bond trs cashflow More...

#include <qle/cashflows/bondtrscashflow.hpp>

Inheritance diagram for BondTRSCashFlow:

Public Member Functions
	BondTRSCashFlow (const Date &paymentDate, const Date &fixingStartDate, const Date &fixingEndDate, const Real bondNotional, const QuantLib::ext::shared_ptr< Index > &index, const Real initialPrice=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr, const bool applyFXIndexFixingDays=false)
const Real	notional (Date date) const override
const Real	notional () const override
void	setFixingStartDate (QuantLib::Date fixingDate)
Visitability
virtual void	accept (AcyclicVisitor &) override
Public Member Functions inherited from TRSCashFlow
	TRSCashFlow (const Date &paymentDate, const Date &fixingStartDate, const Date &fixingEndDate, const Real notional, const QuantLib::ext::shared_ptr< Index > &Index, const Real initialPrice=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr, const bool applyFXIndexFixingDays=false)
Real	amount () const override
Date	date () const override
const Date &	fixingStartDate () const
const Date &	fixingEndDate () const
const QuantLib::ext::shared_ptr< Index > &	index () const
const Real	initialPrice () const
const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const
Date	fxFixingStartDate () const
Date	fxFixingEndDate () const
Real	fxStart () const
Real	fxEnd () const
Real	assetStart () const
Real	assetEnd () const
bool	applyFXIndexFixingDays () const
void	update () override

Additional Inherited Members
Date	paymentDate_
Date	fixingStartDate_
Date	fixingEndDate_
Real	notional_
QuantLib::ext::shared_ptr< Index >	index_
Real	initialPrice_ = QuantLib::Null<Real>()
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_
bool	applyFXIndexFixingDays_ = false

Detailed Description

bond trs cashflow

Member Function Documentation

notional() [1/2]

const Real notional ( Date date ) const

overridevirtual

Reimplemented from TRSCashFlow.

notional() [2/2]

const Real notional ( ) const

overridevirtual

Reimplemented from TRSCashFlow.

accept()

virtual void accept ( AcyclicVisitor & )

overridevirtual

Reimplemented from TRSCashFlow.