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Fully annotated reference manual - version 1.8.12
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Public Member Functions | Public Attributes | List of all members
RiskParticipationAgreement::results Class Reference

#include <qle/instruments/riskparticipationagreement.hpp>

+ Inheritance diagram for RiskParticipationAgreement::results:
+ Collaboration diagram for RiskParticipationAgreement::results:

Public Member Functions

void reset () override
 

Public Attributes

std::vector< QuantLib::ext::shared_ptr< Instrument > > optionRepresentation
 
std::vector< Real > optionMultiplier
 
std::vector< std::tuple< Date, Date, Date > > optionRepresentationPeriods
 
Date optionRepresentationReferenceDate
 

Detailed Description

Definition at line 123 of file riskparticipationagreement.hpp.

Member Function Documentation

◆ reset()

void reset ( )
override

Definition at line 129 of file riskparticipationagreement.hpp.

129 {
130 Instrument::results::reset();
131 optionRepresentation.clear();
132 optionMultiplier.clear();
135 }
std::vector< QuantLib::ext::shared_ptr< Instrument > > optionRepresentation
std::vector< std::tuple< Date, Date, Date > > optionRepresentationPeriods

Member Data Documentation

◆ optionRepresentation

std::vector<QuantLib::ext::shared_ptr<Instrument> > optionRepresentation

Definition at line 125 of file riskparticipationagreement.hpp.

◆ optionMultiplier

std::vector<Real> optionMultiplier

Definition at line 126 of file riskparticipationagreement.hpp.

◆ optionRepresentationPeriods

std::vector<std::tuple<Date, Date, Date> > optionRepresentationPeriods

Definition at line 127 of file riskparticipationagreement.hpp.

◆ optionRepresentationReferenceDate

Date optionRepresentationReferenceDate

Definition at line 128 of file riskparticipationagreement.hpp.