Results from simple swap calculation More...
#include <assetswap.hpp>
Inheritance diagram for QuantLib::AssetSwap::results:
Collaboration diagram for QuantLib::AssetSwap::results:
Public Member Functions | |
| void | reset () |
Public Attributes | |
| std::map< std::string, boost::any > | additionalResults |
| Real | errorEstimate |
| Real | fairCleanPrice |
| Spread | fairSpread |
| std::vector< Real > | legBPS |
| std::vector< Real > | legNPV |
| Date | valuationDate |
| Real | value |
Detailed Description
Results from simple swap calculation
Definition at line 107 of file assetswap.hpp.
The documentation for this class was generated from the following files:
- QuantLib-1.1/ql/instruments/assetswap.hpp
- QuantLib-1.1/ql/instruments/assetswap.cpp