Results from simple swap calculation More...
#include <assetswap.hpp>
Inheritance diagram for AssetSwap::results:
Collaboration diagram for AssetSwap::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 |
Public Attributes | |
| Spread | fairSpread |
| Real | fairCleanPrice |
| Real | fairNonParRepayment |
| Public Attributes inherited from Swap::results | |
| 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
Results from simple swap calculation
Definition at line 136 of file assetswap.hpp.
Member Function Documentation
◆ reset()
|
overridevirtual |
Reimplemented from Instrument::results.
Definition at line 355 of file assetswap.cpp.
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Member Data Documentation
◆ fairSpread
| Spread fairSpread |
Definition at line 138 of file assetswap.hpp.
◆ fairCleanPrice
| Real fairCleanPrice |
Definition at line 139 of file assetswap.hpp.
◆ fairNonParRepayment
| Real fairNonParRepayment |
Definition at line 139 of file assetswap.hpp.