Results from simple swap calculation More...
#include <ql/instruments/assetswap.hpp>
Inherits Swap::results.
Public Member Functions | |
void | reset () |
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void | reset () |
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void | reset () |
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virtual void | reset ()=0 |
Public Attributes | |
Spread | fairSpread |
Real | fairCleanPrice |
Real | fairNonParRepayment |
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std::vector< Real > | legNPV |
std::vector< Real > | legBPS |
std::vector< DiscountFactor > | startDiscounts |
std::vector< DiscountFactor > | endDiscounts |
DiscountFactor | npvDateDiscount |
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Real | value |
Real | errorEstimate |
Date | valuationDate |
std::map< std::string, boost::any > | additionalResults |
Results from simple swap calculation