DiscountingBondTRSEngine Class Reference

Discounting Bond TRS Engine. More...

#include <qle/pricingengines/discountingbondtrsengine.hpp>

Inheritance diagram for DiscountingBondTRSEngine:

Public Member Functions
	DiscountingBondTRSEngine (const Handle< YieldTermStructure > &discountCurve, const bool treatSecuritySpreadAsCreditSpread, const bool survivalWeightedFundingReturnCashflows)
void	calculate () const override
const Handle< YieldTermStructure > &	discountCurve () const

Detailed Description

Discounting Bond TRS Engine.