#include <qle/instruments/cbo.hpp>

Inheritance diagram for CBO::results:

Collaboration diagram for CBO::results:

Public Member Functions
void	reset () override

Public Attributes
Real	basketValue

std::vector< Real >	trancheValue

Real	feeValue

Real	subfeeValue

Real	basketValueStd

std::vector< Real >	trancheValueStd

Real	feeValueStd

Real	subfeeValueStd

std::vector< CashflowTable >	trancheCashflows

Detailed Description

Definition at line 142 of file cbo.hpp.

Member Function Documentation

◆ reset()

void reset ( )

override

Definition at line 136 of file cbo.cpp.

                       {
    Instrument::results::reset();
    basketValue = Null<Real>();
    trancheValue.clear();
    basketValueStd = Null<Real>();
    trancheValueStd.clear();
    trancheCashflows.clear();
    feeValue = Null<Real>();
    subfeeValue = Null<Real>();
}

Here is the call graph for this function:

Member Data Documentation

◆ basketValue

Real basketValue

Definition at line 145 of file cbo.hpp.

◆ trancheValue

std::vector<Real> trancheValue

Definition at line 146 of file cbo.hpp.

◆ feeValue

Real feeValue

Definition at line 147 of file cbo.hpp.

◆ subfeeValue

Real subfeeValue

Definition at line 148 of file cbo.hpp.

◆ basketValueStd

Real basketValueStd

Definition at line 149 of file cbo.hpp.

◆ trancheValueStd

std::vector<Real> trancheValueStd

Definition at line 150 of file cbo.hpp.

◆ feeValueStd

Real feeValueStd

Definition at line 151 of file cbo.hpp.

◆ subfeeValueStd

Real subfeeValueStd

Definition at line 152 of file cbo.hpp.

◆ trancheCashflows

std::vector<CashflowTable> trancheCashflows

Definition at line 153 of file cbo.hpp.

Public Member Functions

Public Attributes