CashFlowResults Struct Reference

#include <qle/instruments/cashflowresults.hpp>

Collaboration diagram for CashFlowResults:

Public Attributes
QuantLib::Real	amount = QuantLib::Null<QuantLib::Real>()
QuantLib::Date	payDate
std::string	currency
QuantLib::Size	legNumber = 0
std::string	type = "Unspecified"
QuantLib::Real	rate = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	accrualPeriod = QuantLib::Null<QuantLib::Real>()
QuantLib::Date	accrualStartDate
QuantLib::Date	accrualEndDate
QuantLib::Real	accruedAmount = QuantLib::Null<QuantLib::Real>()
QuantLib::Date	fixingDate
QuantLib::Real	fixingValue = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	notional = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	discountFactor = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	presentValue = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	presentValueBase = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	fxRateLocalBase = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	floorStrike = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	capStrike = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	floorVolatility = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	capVolatility = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	effectiveFloorVolatility = QuantLib::Null<QuantLib::Real>()
QuantLib::Real	effectiveCapVolatility = QuantLib::Null<QuantLib::Real>()

Detailed Description

Definition at line 36 of file cashflowresults.hpp.

Member Data Documentation

amount

QuantLib::Real amount = QuantLib::Null<QuantLib::Real>()

Definition at line 37 of file cashflowresults.hpp.

payDate

QuantLib::Date payDate

Definition at line 38 of file cashflowresults.hpp.

currency

std::string currency

Definition at line 39 of file cashflowresults.hpp.

legNumber

QuantLib::Size legNumber = 0

Definition at line 40 of file cashflowresults.hpp.

type

std::string type = "Unspecified"

Definition at line 41 of file cashflowresults.hpp.

rate

QuantLib::Real rate = QuantLib::Null<QuantLib::Real>()

Definition at line 42 of file cashflowresults.hpp.

accrualPeriod

QuantLib::Real accrualPeriod = QuantLib::Null<QuantLib::Real>()

Definition at line 43 of file cashflowresults.hpp.

accrualStartDate

QuantLib::Date accrualStartDate

Definition at line 44 of file cashflowresults.hpp.

accrualEndDate

QuantLib::Date accrualEndDate

Definition at line 45 of file cashflowresults.hpp.

accruedAmount

QuantLib::Real accruedAmount = QuantLib::Null<QuantLib::Real>()

Definition at line 46 of file cashflowresults.hpp.

fixingDate

QuantLib::Date fixingDate

Definition at line 47 of file cashflowresults.hpp.

fixingValue

QuantLib::Real fixingValue = QuantLib::Null<QuantLib::Real>()

Definition at line 48 of file cashflowresults.hpp.

notional

QuantLib::Real notional = QuantLib::Null<QuantLib::Real>()

Definition at line 49 of file cashflowresults.hpp.

discountFactor

QuantLib::Real discountFactor = QuantLib::Null<QuantLib::Real>()

Definition at line 50 of file cashflowresults.hpp.

presentValue

QuantLib::Real presentValue = QuantLib::Null<QuantLib::Real>()

Definition at line 51 of file cashflowresults.hpp.

presentValueBase

QuantLib::Real presentValueBase = QuantLib::Null<QuantLib::Real>()

Definition at line 52 of file cashflowresults.hpp.

fxRateLocalBase

QuantLib::Real fxRateLocalBase = QuantLib::Null<QuantLib::Real>()

Definition at line 53 of file cashflowresults.hpp.

floorStrike

QuantLib::Real floorStrike = QuantLib::Null<QuantLib::Real>()

Definition at line 54 of file cashflowresults.hpp.

capStrike

QuantLib::Real capStrike = QuantLib::Null<QuantLib::Real>()

Definition at line 55 of file cashflowresults.hpp.

floorVolatility

QuantLib::Real floorVolatility = QuantLib::Null<QuantLib::Real>()

Definition at line 56 of file cashflowresults.hpp.

capVolatility

QuantLib::Real capVolatility = QuantLib::Null<QuantLib::Real>()

Definition at line 57 of file cashflowresults.hpp.

effectiveFloorVolatility

QuantLib::Real effectiveFloorVolatility = QuantLib::Null<QuantLib::Real>()

Definition at line 58 of file cashflowresults.hpp.

effectiveCapVolatility

QuantLib::Real effectiveCapVolatility = QuantLib::Null<QuantLib::Real>()

Definition at line 59 of file cashflowresults.hpp.