Logo
Reference manual - version qle_version
CurrencySwap::results Class Reference
Inheritance diagram for CurrencySwap::results:

Public Member Functions

void reset () override

Public Attributes

std::vector< Real > legNPV
std::vector< Real > inCcyLegNPV
std::vector< Real > legBPS
std::vector< Real > inCcyLegBPS
std::vector< DiscountFactor > startDiscounts
std::vector< DiscountFactor > endDiscounts
DiscountFactor npvDateDiscount