IndexCdsOption::results Class Reference

Results from index CDS option calculation More...

#include <qle/instruments/indexcdsoption.hpp>

Inheritance diagram for IndexCdsOption::results:

Collaboration diagram for IndexCdsOption::results:

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

Public Attributes
QuantLib::Real	riskyAnnuity
Public Attributes inherited from CdsOption::results
Real	riskyAnnuity

Detailed Description

Results from index CDS option calculation

Definition at line 110 of file indexcdsoption.hpp.

Member Function Documentation

reset()

void reset ( )

override

Definition at line 142 of file indexcdsoption.cpp.

                                  {
    Option::results::reset();
    riskyAnnuity = Null<Real>();
}

Here is the call graph for this function:

Member Data Documentation

riskyAnnuity

QuantLib::Real riskyAnnuity

Definition at line 112 of file indexcdsoption.hpp.