DiscountingBondRepoEngine Class Reference

Discounting Bond Repo Engine. More...

#include <qle/pricingengines/discountingbondrepoengine.hpp>

Inheritance diagram for DiscountingBondRepoEngine:

Public Member Functions
	DiscountingBondRepoEngine (const Handle< YieldTermStructure > &repoCurve, const bool includeSecurityLeg=true)
void	calculate () const override
const Handle< YieldTermStructure > &	repoCurve () const

Detailed Description

Discounting Bond Repo Engine.