SyntheticCDO::results Class Reference

Inheritance diagram for SyntheticCDO::results:

Public Member Functions
void	reset () override

Public Attributes
Real	premiumValue
Real	protectionValue
Real	upfrontPremiumValue
Real	accrualRebateValue
Real	accrualRebateCurrentValue
Real	accrualRebateNPV_
Real	accrualRebateNPVCurrent_
Real	cleanNPV
Real	remainingNotional
Real	xMin
Real	xMax
Size	error
std::vector< Real >	expectedTrancheLoss