QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <pricingengine.hpp>
Public Member Functions | |
virtual | ~results ()=default |
virtual void | reset ()=0 |
Definition at line 51 of file pricingengine.hpp.
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virtualdefault |
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pure virtual |
Implemented in EnergyCommodity::results, NthToDefault::results, SyntheticCDO::results, EverestOption::results, PathMultiAssetOption::results, IrregularSwap::results, Instrument::results, AssetSwap::results, Bond::results, CPISwap::results, CreditDefaultSwap::results, FixedVsFloatingSwap::results, FloatFloatSwap::results, MargrabeOption::results, MultiAssetOption::results, NonstandardSwap::results, OneAssetOption::results, Swap::results, VarianceSwap::results, YearOnYearInflationSwap::results, Greeks, and MoreGreeks.