TenorBasisSwap::results Class Reference

#include <qle/instruments/tenorbasisswap.hpp>

Inheritance diagram for TenorBasisSwap::results:

Collaboration diagram for TenorBasisSwap::results:

Public Member Functions
void	reset () override

Public Attributes
std::vector< Spread >	fairSpread

Detailed Description

Results from tenor basis swap calculation

Definition at line 129 of file tenorbasisswap.hpp.

Member Function Documentation

reset()

void reset ( )

override

Definition at line 331 of file tenorbasisswap.cpp.

                                  {
    Swap::results::reset();
    fairSpread = { Null<Spread>(),Null<Spread>() };
}

Member Data Documentation

fairSpread

std::vector<Spread> fairSpread

Definition at line 131 of file tenorbasisswap.hpp.