DiscountingBondFutureEngine Class Reference

Discounting Bond Future Engine. More...

#include <qle/pricingengines/discountingbondfutureengine.hpp>

Inheritance diagram for DiscountingBondFutureEngine:

Public Member Functions
	DiscountingBondFutureEngine (const Handle< YieldTermStructure > &discountCurve, const Handle< Quote > &conversionFactor)
void	calculate () const override
const Handle< YieldTermStructure > &	discountCurve () const
const Handle< Quote > &	conversionFactor () const

Detailed Description

Discounting Bond Future Engine.