PnlExplainReport::PnlExplainResults Struct Reference

#include <orea/engine/pnlexplainreport.hpp>

Collaboration diagram for PnlExplainReport::PnlExplainResults:

Public Attributes
QuantLib::Real	pnl = 0.0
QuantLib::Real	delta = 0.0
QuantLib::Real	gamma = 0.0
QuantLib::Real	vega = 0.0
QuantLib::Real	irDelta = 0.0
QuantLib::Real	irGamma = 0.0
QuantLib::Real	irVega = 0.0
QuantLib::Real	eqDelta = 0.0
QuantLib::Real	eqGamma = 0.0
QuantLib::Real	eqVega = 0.0
QuantLib::Real	fxDelta = 0.0
QuantLib::Real	fxGamma = 0.0
QuantLib::Real	fxVega = 0.0
QuantLib::Real	infDelta = 0.0
QuantLib::Real	infGamma = 0.0
QuantLib::Real	infVega = 0.0
QuantLib::Real	creditDelta = 0.0
QuantLib::Real	creditGamma = 0.0
QuantLib::Real	creditVega = 0.0
QuantLib::Real	comDelta = 0.0
QuantLib::Real	comGamma = 0.0
QuantLib::Real	comVega = 0.0

Detailed Description

Definition at line 27 of file pnlexplainreport.hpp.

Member Data Documentation

pnl

QuantLib::Real pnl = 0.0

Definition at line 28 of file pnlexplainreport.hpp.

delta

QuantLib::Real delta = 0.0

Definition at line 29 of file pnlexplainreport.hpp.

gamma

QuantLib::Real gamma = 0.0

Definition at line 30 of file pnlexplainreport.hpp.

vega

QuantLib::Real vega = 0.0

Definition at line 31 of file pnlexplainreport.hpp.

irDelta

QuantLib::Real irDelta = 0.0

Definition at line 32 of file pnlexplainreport.hpp.

irGamma

QuantLib::Real irGamma = 0.0

Definition at line 33 of file pnlexplainreport.hpp.

irVega

QuantLib::Real irVega = 0.0

Definition at line 34 of file pnlexplainreport.hpp.

eqDelta

QuantLib::Real eqDelta = 0.0

Definition at line 35 of file pnlexplainreport.hpp.

eqGamma

QuantLib::Real eqGamma = 0.0

Definition at line 36 of file pnlexplainreport.hpp.

eqVega

QuantLib::Real eqVega = 0.0

Definition at line 37 of file pnlexplainreport.hpp.

fxDelta

QuantLib::Real fxDelta = 0.0

Definition at line 38 of file pnlexplainreport.hpp.

fxGamma

QuantLib::Real fxGamma = 0.0

Definition at line 39 of file pnlexplainreport.hpp.

fxVega

QuantLib::Real fxVega = 0.0

Definition at line 40 of file pnlexplainreport.hpp.

infDelta

QuantLib::Real infDelta = 0.0

Definition at line 41 of file pnlexplainreport.hpp.

infGamma

QuantLib::Real infGamma = 0.0

Definition at line 42 of file pnlexplainreport.hpp.

infVega

QuantLib::Real infVega = 0.0

Definition at line 43 of file pnlexplainreport.hpp.

creditDelta

QuantLib::Real creditDelta = 0.0

Definition at line 44 of file pnlexplainreport.hpp.

creditGamma

QuantLib::Real creditGamma = 0.0

Definition at line 45 of file pnlexplainreport.hpp.

creditVega

QuantLib::Real creditVega = 0.0

Definition at line 46 of file pnlexplainreport.hpp.

comDelta

QuantLib::Real comDelta = 0.0

Definition at line 47 of file pnlexplainreport.hpp.

comGamma

QuantLib::Real comGamma = 0.0

Definition at line 48 of file pnlexplainreport.hpp.

comVega

QuantLib::Real comVega = 0.0

Definition at line 49 of file pnlexplainreport.hpp.