QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <riskynotional.hpp>
Public Member Functions | |
NotionalPath () | |
Rate | notionalRate (const Date &date) const |
void | reset () |
void | addReduction (const Date &date, Rate newRate) |
Real | loss () |
Private Attributes | |
std::vector< std::pair< Date, Real > > | notionalRate_ |
Definition at line 47 of file riskynotional.hpp.
NotionalPath | ( | ) |
Definition at line 24 of file riskynotional.cpp.
void reset | ( | ) |
Real loss | ( | ) |
Definition at line 60 of file riskynotional.hpp.