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Reference manual - version qle_version
ForwardEnabledBondEngine Struct Referenceabstract
Inheritance diagram for ForwardEnabledBondEngine:

Public Member Functions

virtual std::pair< QuantLib::Real, QuantLib::Real > forwardPrice (const QuantLib::Date &forwardNpvDate, const QuantLib::Date &settlementDate, const bool conditionalOnSurvival=true, std::vector< CashFlowResults > *const cfResults=nullptr, QuantLib::Leg *const expectedCashflows=nullptr) const =0

Member Function Documentation

◆ forwardPrice()

virtual std::pair< QuantLib::Real, QuantLib::Real > forwardPrice ( const QuantLib::Date & forwardNpvDate,
const QuantLib::Date & settlementDate,
const bool conditionalOnSurvival = true,
std::vector< CashFlowResults > *const cfResults = nullptr,
QuantLib::Leg *const expectedCashflows = nullptr ) const
pure virtual