Inheritance diagram for CrossCcyBasisSwap::results:

Collaboration diagram for CrossCcyBasisSwap::results:

Public Member Functions
void	reset () override

Public Member Functions inherited from CrossCcySwap::results
void	reset () override

Public Attributes
Spread	fairPaySpread

Spread	fairRecSpread

Public Attributes inherited from CrossCcySwap::results
std::vector< Real >	inCcyLegNPV

std::vector< Real >	inCcyLegBPS

std::vector< DiscountFactor >	npvDateDiscounts

Detailed Description

Definition at line 149 of file crossccybasisswap.hpp.

Member Function Documentation

void reset ( )

override

Definition at line 208 of file crossccybasisswap.cpp.

                                     {
    CrossCcySwap::results::reset();
    fairPaySpread = Null<Spread>();
    fairRecSpread = Null<Spread>();
}

Here is the call graph for this function:

Spread fairPaySpread

Definition at line 151 of file crossccybasisswap.hpp.

Spread fairRecSpread

Definition at line 152 of file crossccybasisswap.hpp.