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 |
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pure virtual |
Implemented in DiscountingRiskyBondEngine, and NumericLgmCallableBondEngine.