QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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AssetSwap::results Class Reference

Results from simple swap calculation More...

#include <ql/instruments/assetswap.hpp>

Public Member Functions

void reset () override

Public Attributes

Spread fairSpread
Real fairCleanPrice
Real fairNonParRepayment

Detailed Description

Results from simple swap calculation