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void QuantLib::Instrument::setupExpired (  ) const [inline, protected, virtual, inherited]

This method must leave the instrument in a consistent state when the expiration condition is met.

Reimplemented in QuantLib::CDO, QuantLib::CdsOption, QuantLib::NthToDefault, QuantLib::RiskyAssetSwap, QuantLib::RiskyBond, QuantLib::SyntheticCDO, QuantLib::PathMultiAssetOption, QuantLib::AssetSwap, QuantLib::Bond, QuantLib::CreditDefaultSwap, QuantLib::MultiAssetOption, QuantLib::OneAssetOption, QuantLib::QuantoBarrierOption, QuantLib::QuantoForwardVanillaOption, QuantLib::QuantoVanillaOption, QuantLib::Swap, QuantLib::VanillaSwap, QuantLib::VarianceSwap, and QuantLib::YearOnYearInflationSwap.

Definition at line 157 of file instrument.hpp.

Referenced by QuantLib::Instrument::calculate().

                                               {
        NPV_ = errorEstimate_ = 0.0;
        valuationDate_ = Date();
        additionalResults_.clear();
    }

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