Question about discountingbondtrsengine.cpp #278
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GoSteveHsieh
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Hi all,
Thanks for the efforts to maintain and selflessly share this wonderful library. I really learn a lot from ORE.
I am trying to use discountingbondtrsengine to value the bond TRS. I look into the source code of discountingbondtrsengine.cpp and feel confused on the line
https://github.com/OpenSourceRisk/Engine/blob/master/QuantExt/qle/pricingengines/discountingbondtrsengine.cpp#L306C5-L306C12
Update:
Question resolved. Just got the idea behind the code. Thanks.
Best regards,
Steve Hsieh
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