tenorbasisswap.cpp File Reference

#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/overnightindexedcoupon.hpp>
#include <ql/indexes/ibor/libor.hpp>
#include <ql/math/solvers1d/brent.hpp>
#include <ql/pricingengines/swap/discountingswapengine.hpp>
#include <qle/instruments/tenorbasisswap.hpp>

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Namespaces
namespace	QuantExt

Variable Documentation

engine_

QuantLib::ext::shared_ptr<PricingEngine> engine_

private

Definition at line 56 of file tenorbasisswap.cpp.

nonSpreadLegNPV_

Real nonSpreadLegNPV_

private

Definition at line 57 of file tenorbasisswap.cpp.

results_

const Swap::results* results_

private

Definition at line 58 of file tenorbasisswap.cpp.

arguments_

Swap::arguments* arguments_

private

Definition at line 59 of file tenorbasisswap.cpp.

spreadLeg_

Leg spreadLeg_

private

Definition at line 60 of file tenorbasisswap.cpp.