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Reference manual - version qle_version
CrossCcyBasisSwap::results Class Reference
Inheritance diagram for CrossCcyBasisSwap::results:

Public Member Functions

void reset () override
Public Member Functions inherited from CrossCcySwap::results
void reset () override

Public Attributes

Spread fairPaySpread
Spread fairRecSpread
Public Attributes inherited from CrossCcySwap::results
std::vector< Real > inCcyLegNPV
std::vector< Real > inCcyLegBPS
std::vector< DiscountFactor > npvDateDiscounts