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
CreditDefaultSwap::results Class Reference

#include <creditdefaultswap.hpp>

+ Inheritance diagram for CreditDefaultSwap::results:
+ Collaboration diagram for CreditDefaultSwap::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

Rate fairSpread
 
Rate fairUpfront
 
Real couponLegBPS
 
Real couponLegNPV
 
Real defaultLegNPV
 
Real upfrontBPS
 
Real upfrontNPV
 
Real accrualRebateNPV
 
- Public Attributes inherited from Instrument::results
Real value
 
Real errorEstimate
 
Date valuationDate
 
std::map< std::string, ext::any > additionalResults
 

Detailed Description

Definition at line 331 of file creditdefaultswap.hpp.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Reimplemented from Instrument::results.

Definition at line 469 of file creditdefaultswap.cpp.

+ Here is the call graph for this function:

Member Data Documentation

◆ fairSpread

Rate fairSpread

Definition at line 333 of file creditdefaultswap.hpp.

◆ fairUpfront

Rate fairUpfront

Definition at line 334 of file creditdefaultswap.hpp.

◆ couponLegBPS

Real couponLegBPS

Definition at line 335 of file creditdefaultswap.hpp.

◆ couponLegNPV

Real couponLegNPV

Definition at line 336 of file creditdefaultswap.hpp.

◆ defaultLegNPV

Real defaultLegNPV

Definition at line 337 of file creditdefaultswap.hpp.

◆ upfrontBPS

Real upfrontBPS

Definition at line 338 of file creditdefaultswap.hpp.

◆ upfrontNPV

Real upfrontNPV

Definition at line 339 of file creditdefaultswap.hpp.

◆ accrualRebateNPV

Real accrualRebateNPV

Definition at line 340 of file creditdefaultswap.hpp.