QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <swap.hpp>
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< 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 |
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overridevirtual |
Reimplemented from Instrument::results.
Reimplemented in YearOnYearInflationSwap::results.
Definition at line 176 of file swap.cpp.
std::vector<DiscountFactor> startDiscounts |
std::vector<DiscountFactor> endDiscounts |
DiscountFactor npvDateDiscount |