QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
NonstandardSwap::results Class Reference

Results from nonstandard swap calculation More...

#include <nonstandardswap.hpp>

+ Inheritance diagram for NonstandardSwap::results:
+ Collaboration diagram for NonstandardSwap::results:

Public Member Functions

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

Additional Inherited Members

- Public Attributes inherited from Swap::results
std::vector< ReallegNPV
 
std::vector< ReallegBPS
 
std::vector< DiscountFactorstartDiscounts
 
std::vector< DiscountFactorendDiscounts
 
DiscountFactor npvDateDiscount
 
- Public Attributes inherited from Instrument::results
Real value
 
Real errorEstimate
 
Date valuationDate
 
std::map< std::string, ext::any > additionalResults
 

Detailed Description

Results from nonstandard swap calculation

Definition at line 154 of file nonstandardswap.hpp.

Member Function Documentation

◆ reset()

void reset ( )
overridevirtual

Reimplemented from Instrument::results.

Definition at line 376 of file nonstandardswap.cpp.

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