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QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Discounting engine for bonds. More...
#include <ql/pricingengines/bond/discountingbondengine.hpp>
Public Member Functions | |
| DiscountingBondEngine (Handle< YieldTermStructure > discountCurve=Handle< YieldTermStructure >(), const ext::optional< bool > &includeSettlementDateFlows=ext::nullopt) | |
| void | calculate () const override |
| Handle< YieldTermStructure > | discountCurve () const |
Discounting engine for bonds.
This engine discounts future bond cashflows to the settlement date.
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overridevirtual |
Implements PricingEngine.