NotionalPath Class Reference

#include <riskynotional.hpp>

Collaboration diagram for NotionalPath:

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_

Detailed Description

Definition at line 47 of file riskynotional.hpp.

Constructor & Destructor Documentation

NotionalPath()

NotionalPath

(

)

Definition at line 24 of file riskynotional.cpp.

Member Function Documentation

notionalRate()

Rate notionalRate

(

const Date &

date

)

const

Definition at line 30 of file riskynotional.cpp.

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reset()

void reset

(

)

Definition at line 38 of file riskynotional.cpp.

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addReduction()

void addReduction	(	const Date &	date,
		Rate	newRate
	)

Definition at line 42 of file riskynotional.cpp.

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loss()

Real loss

(

)

Definition at line 46 of file riskynotional.cpp.

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Member Data Documentation

notionalRate_

std::vector<std::pair<Date, Real> > notionalRate_

private

Definition at line 60 of file riskynotional.hpp.