QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <instrument.hpp>
Public Member Functions | |
void | reset () override |
Public Member Functions inherited from PricingEngine::results | |
virtual | ~results ()=default |
virtual void | reset ()=0 |
Public Attributes | |
Real | value |
Real | errorEstimate |
Date | valuationDate |
std::map< std::string, ext::any > | additionalResults |
Definition at line 113 of file instrument.hpp.
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overridevirtual |
Implements PricingEngine::results.
Reimplemented in AssetSwap::results, Bond::results, CPISwap::results, CreditDefaultSwap::results, FixedVsFloatingSwap::results, FloatFloatSwap::results, MargrabeOption::results, MultiAssetOption::results, NonstandardSwap::results, OneAssetOption::results, Swap::results, VarianceSwap::results, and YearOnYearInflationSwap::results.
Definition at line 115 of file instrument.hpp.
Real value |
Definition at line 120 of file instrument.hpp.
Real errorEstimate |
Definition at line 121 of file instrument.hpp.
Date valuationDate |
Definition at line 122 of file instrument.hpp.
std::map<std::string, ext::any> additionalResults |
Definition at line 123 of file instrument.hpp.