QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Results from YoY swap calculation More...
#include <ql/instruments/yearonyearinflationswap.hpp>
Public Member Functions | |
void | reset () override |
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 |
Results from YoY swap calculation
Definition at line 137 of file yearonyearinflationswap.hpp.
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overridevirtual |
Reimplemented from Swap::results.
Definition at line 224 of file yearonyearinflationswap.cpp.
Rate fairRate |
Definition at line 139 of file yearonyearinflationswap.hpp.
Spread fairSpread |
Definition at line 140 of file yearonyearinflationswap.hpp.