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 467 of file creditdefaultswap.cpp.

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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.