CrossCcySwap::results Class Reference

#include <qle/instruments/crossccyswap.hpp>

Inheritance diagram for CrossCcySwap::results:

Collaboration diagram for CrossCcySwap::results:

Public Member Functions
void	reset () override

Public Attributes
std::vector< Real >	inCcyLegNPV
std::vector< Real >	inCcyLegBPS
std::vector< DiscountFactor >	npvDateDiscounts

Detailed Description

Definition at line 108 of file crossccyswap.hpp.

Member Function Documentation

reset()

void reset ( )

override

Definition at line 99 of file crossccyswap.cpp.

                                {
    Swap::results::reset();
    inCcyLegNPV.clear();
    inCcyLegBPS.clear();
    npvDateDiscounts.clear();
}

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Member Data Documentation

inCcyLegNPV

std::vector<Real> inCcyLegNPV

Definition at line 110 of file crossccyswap.hpp.

inCcyLegBPS

std::vector<Real> inCcyLegBPS

Definition at line 111 of file crossccyswap.hpp.

npvDateDiscounts

std::vector<DiscountFactor> npvDateDiscounts

Definition at line 112 of file crossccyswap.hpp.