AssetSwap::results Class Reference

Results from simple swap calculation More...

#include <ql/instruments/assetswap.hpp>

Inherits Swap::results.

Public Member Functions
void	reset ()
Public Member Functions inherited from Swap::results
void	reset ()
Public Member Functions inherited from Instrument::results
void	reset ()
Public Member Functions inherited from PricingEngine::results
virtual void	reset ()=0

Public Attributes
Spread	fairSpread
Real	fairCleanPrice
Real	fairNonParRepayment
Public Attributes inherited from Swap::results
std::vector< Real >	legNPV
std::vector< Real >	legBPS
std::vector< DiscountFactor >	startDiscounts
std::vector< DiscountFactor >	endDiscounts
DiscountFactor	npvDateDiscount
Public Attributes inherited from Instrument::results
Real	value
Real	errorEstimate
Date	valuationDate
std::map< std::string, boost::any >	additionalResults

Detailed Description

Results from simple swap calculation