Swap::results Class Reference

#include <swap.hpp>

Inheritance diagram for Swap::results:

Collaboration diagram for Swap::results:

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

Public Attributes
std::vector< Real >	legNPV
std::vector< Real >	legBPS
std::vector< DiscountFactor >	startDiscounts
std::vector< DiscountFactor >	endDiscounts
DiscountFactor	npvDateDiscount
Public Attributes inherited from Instrument::results
Real	value
Real	errorEstimate
Date	valuationDate
std::map< std::string, ext::any >	additionalResults

Detailed Description

Definition at line 149 of file swap.hpp.

Member Function Documentation

reset()

void reset ( )

overridevirtual

Reimplemented from Instrument::results.

Reimplemented in YearOnYearInflationSwap::results.

Definition at line 176 of file swap.cpp.

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Member Data Documentation

legNPV

std::vector<Real> legNPV

Definition at line 151 of file swap.hpp.

legBPS

std::vector<Real> legBPS

Definition at line 152 of file swap.hpp.

startDiscounts

std::vector<DiscountFactor> startDiscounts

Definition at line 153 of file swap.hpp.

endDiscounts

std::vector<DiscountFactor> endDiscounts

Definition at line 153 of file swap.hpp.

npvDateDiscount

DiscountFactor npvDateDiscount

Definition at line 154 of file swap.hpp.