#include <qle/instruments/currencyswap.hpp>

Inheritance diagram for CurrencySwap::results:

Collaboration diagram for CurrencySwap::results:

Public Member Functions
void	reset () override

Public Attributes
std::vector< Real >	legNPV

std::vector< Real >	inCcyLegNPV

std::vector< Real >	legBPS

std::vector< Real >	inCcyLegBPS

std::vector< DiscountFactor >	startDiscounts

std::vector< DiscountFactor >	endDiscounts

DiscountFactor	npvDateDiscount

Detailed Description

Definition at line 155 of file currencyswap.hpp.

Member Function Documentation

◆ reset()

void reset ( )

override

Definition at line 172 of file currencyswap.cpp.

                                {
    Instrument::results::reset();
    legNPV.clear();
    legBPS.clear();
    inCcyLegNPV.clear();
    inCcyLegBPS.clear();
    startDiscounts.clear();
    endDiscounts.clear();
    npvDateDiscount = Null<DiscountFactor>();
}

Here is the call graph for this function:

Member Data Documentation

◆ legNPV

std::vector<Real> legNPV

Definition at line 157 of file currencyswap.hpp.

◆ inCcyLegNPV

std::vector<Real> inCcyLegNPV

Definition at line 157 of file currencyswap.hpp.

◆ legBPS

std::vector<Real> legBPS

Definition at line 158 of file currencyswap.hpp.

◆ inCcyLegBPS

std::vector<Real> inCcyLegBPS

Definition at line 158 of file currencyswap.hpp.

◆ startDiscounts

std::vector<DiscountFactor> startDiscounts

Definition at line 159 of file currencyswap.hpp.

◆ endDiscounts

std::vector<DiscountFactor> endDiscounts