TRSCashFlow Class Reference

bond trs cashflow More...

#include <qle/cashflows/trscashflow.hpp>

Inheritance diagram for TRSCashFlow:

Public Member Functions
	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)
CashFlow interface
Real	amount () const override
Date	date () const override
Inspectors
const Date &	fixingStartDate () const
const Date &	fixingEndDate () const
virtual const Real	notional () const
virtual const Real	notional (Date date) 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
Observer interface
void	update () override

Visitability
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
virtual void	accept (AcyclicVisitor &) override

Detailed Description

bond trs cashflow