Inheritance diagram for CrossCcyFixFloatSwap::results:

Collaboration diagram for CrossCcyFixFloatSwap::results:

Public Member Functions
void	reset () override

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

Public Attributes
QuantLib::Rate	fairFixedRate

QuantLib::Spread	fairSpread

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

std::vector< Real >	inCcyLegBPS

std::vector< DiscountFactor >	npvDateDiscounts

Detailed Description

Definition at line 140 of file crossccyfixfloatswap.hpp.

Member Function Documentation

void reset ( )

override

Definition at line 153 of file crossccyfixfloatswap.cpp.

                                        {
    CrossCcySwap::results::reset();
    fairFixedRate = Null<Rate>();
    fairSpread = Null<Spread>();
}

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QuantLib::Rate fairFixedRate

Definition at line 142 of file crossccyfixfloatswap.hpp.

QuantLib::Spread fairSpread

Definition at line 143 of file crossccyfixfloatswap.hpp.