NthToDefault::results Class Reference

#include <nthtodefault.hpp>

Inheritance diagram for NthToDefault::results:

Collaboration diagram for NthToDefault::results:

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

Public Attributes
Real	premiumValue
Real	protectionValue
Real	upfrontPremiumValue
Real	fairPremium
Real	errorEstimate
Public Attributes inherited from Instrument::results
Real	value
Real	errorEstimate
Date	valuationDate
std::map< std::string, ext::any >	additionalResults

Detailed Description

Definition at line 154 of file nthtodefault.hpp.

Member Function Documentation

reset()

void reset ( )

overridevirtual

Implements PricingEngine::results.

Definition at line 139 of file nthtodefault.cpp.

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Member Data Documentation

premiumValue

Real premiumValue

Definition at line 157 of file nthtodefault.hpp.

protectionValue

Real protectionValue

Definition at line 158 of file nthtodefault.hpp.

upfrontPremiumValue

Real upfrontPremiumValue

Definition at line 159 of file nthtodefault.hpp.

fairPremium

Real fairPremium

Definition at line 160 of file nthtodefault.hpp.

errorEstimate

Real errorEstimate

Definition at line 161 of file nthtodefault.hpp.