QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Public Attributes | List of all members
Swap::results Class Reference

#include <swap.hpp>

+ Inheritance diagram for Swap::results:
+ Collaboration diagram for Swap::results:

Public Member Functions

void reset () override
 
void reset () override
 
- Public Member Functions inherited from PricingEngine::results
virtual ~results ()=default
 
virtual void reset ()=0
 

Public Attributes

std::vector< ReallegNPV
 
std::vector< ReallegBPS
 
std::vector< DiscountFactorstartDiscounts
 
std::vector< DiscountFactorendDiscounts
 
DiscountFactor npvDateDiscount
 
- Public Attributes inherited from Instrument::results
Real value
 
Real errorEstimate
 
Date valuationDate
 
std::map< std::string, ext::any > additionalResults
 

Detailed Description

Definition at line 149 of file swap.hpp.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Reimplemented from Instrument::results.

Reimplemented in YearOnYearInflationSwap::results.

Definition at line 176 of file swap.cpp.

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Member Data Documentation

◆ legNPV

std::vector<Real> legNPV

Definition at line 151 of file swap.hpp.

◆ legBPS

std::vector<Real> legBPS

Definition at line 152 of file swap.hpp.

◆ startDiscounts

std::vector<DiscountFactor> startDiscounts

Definition at line 153 of file swap.hpp.

◆ endDiscounts

std::vector<DiscountFactor> endDiscounts

Definition at line 153 of file swap.hpp.

◆ npvDateDiscount

DiscountFactor npvDateDiscount

Definition at line 154 of file swap.hpp.