Docs: Added CallableBond as underlying to TRS

Author: Sjogren

Docs/UserGuide/tradedata/totalReturnSwap.tex

@@ -59,6 +59,7 @@ \subsubsection{Generic Total Return Swap / Contract for Difference (CFD)}
     no need to distinguish between a TRS on a Bond and a TRS on a convertible Bond in this case, the pricer will figure
     out which underlying to set up based on the type of reference data that is set up for the ISIN referenced in the
     security id field.
+  \item CallableBond: See \ref{ss:callable_bond}, the trade data is given in a CallableBond sub node.    
   \item EquityPosition: See \ref{ss:equity_position}, the trade data is given in a EquityPositionData sub
     node. Notice that the equities given in the basket must be available as quoted market data. To represent a TRS on an Equity Futures position, one or multiple EquityPosition underlyings are used, where the equity positions cover the underlying equity of the futures position.
 
@@ -324,6 +325,32 @@ \subsubsection{Generic Total Return Swap / Contract for Difference (CFD)}
 \label{lst:trsdata}
 \end{listing}
 
+
+\begin{listing}[H]
+%\hrule\medskip
+\begin{minted}[fontsize=\footnotesize]{xml}
+    <TotalReturnSwapData>
+      <UnderlyingData>
+        <Trade>
+          <TradeType>CallableBond</TradeType>
+          <CallableBondData>
+            <BondData>
+              <SecurityId>ISIN:XS0123456789</SecurityId>
+              <BondNotional>100000000</BondNotional>
+            </BondData>
+          </CallableBondData>
+        </Trade>
+      </UnderlyingData>
+      <!-- omitting ReturnData, FundingData, AdditionalCashflowData -->
+    </TotalReturnSwapData>
+  </Trade>
+\end{minted}
+\caption{Generic Total Return Swap with Callable Bond underlying}
+\label{lst:trsdata15}
+\end{listing}
+
+
+
 \begin{listing}[H]
 %\hrule\medskip
 \begin{minted}[fontsize=\footnotesize]{xml}