crosscurrencyratehelpers.cpp File Reference

#include <ql/cashflows/overnightindexedcoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/cashflows.hpp>
#include <ql/cashflows/simplecashflow.hpp>
#include <ql/experimental/termstructures/crosscurrencyratehelpers.hpp>
#include <ql/utilities/null_deleter.hpp>
#include <utility>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Variable Documentation

discountCurve_

const YieldTermStructure& discountCurve_

private

Definition at line 114 of file crosscurrencyratehelpers.cpp.

foreignCurve_

const YieldTermStructure& foreignCurve_

private

Definition at line 115 of file crosscurrencyratehelpers.cpp.

helper_

ResettingLegHelper helper_

private

Definition at line 163 of file crosscurrencyratehelpers.cpp.

npv_

Real npv_ = 0.0

private

Definition at line 164 of file crosscurrencyratehelpers.cpp.

bps_

Real bps_ = 0.0

private

Definition at line 165 of file crosscurrencyratehelpers.cpp.

paymentLag_

Integer paymentLag_

private

Definition at line 166 of file crosscurrencyratehelpers.cpp.

paymentCalendar_

Calendar paymentCalendar_

private

Definition at line 167 of file crosscurrencyratehelpers.cpp.

convention_

BusinessDayConvention convention_

private

Definition at line 168 of file crosscurrencyratehelpers.cpp.