Results from irregular-swap calculation More...
#include <ql/experimental/swaptions/irregularswap.hpp>
Inheritance diagram for IrregularSwap::results:
Collaboration diagram for IrregularSwap::results:
Public Member Functions | |
| void | reset () override |
| Public Member Functions inherited from Swap::results | |
| void | reset () override |
| void | reset () override |
| Public Member Functions inherited from PricingEngine::results | |
| virtual | ~results ()=default |
| virtual void | reset ()=0 |
Public Attributes | |
| Rate | fairRate |
| Spread | fairSpread |
| Public Attributes inherited from Swap::results | |
| std::vector< Real > | legNPV |
| std::vector< Real > | legBPS |
| std::vector< DiscountFactor > | startDiscounts |
| std::vector< DiscountFactor > | endDiscounts |
| DiscountFactor | npvDateDiscount |
| Public Attributes inherited from Instrument::results | |
| Real | value |
| Real | errorEstimate |
| Date | valuationDate |
| std::map< std::string, ext::any > | additionalResults |
Detailed Description
Results from irregular-swap calculation
Definition at line 106 of file irregularswap.hpp.
Member Function Documentation
◆ reset()
|
overridevirtual |
Implements PricingEngine::results.
Definition at line 225 of file irregularswap.cpp.
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Member Data Documentation
◆ fairRate
| Rate fairRate |
Definition at line 108 of file irregularswap.hpp.
◆ fairSpread
| Spread fairSpread |
Definition at line 109 of file irregularswap.hpp.