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Reference manual - version qle_version
Public Member Functions | Public Attributes | List of all members
CrossCcyBasisSwap::results Class Reference
+ Inheritance diagram for CrossCcyBasisSwap::results:

Public Member Functions

void reset () override
 
- Public Member Functions inherited from CrossCcySwap::results
void reset () override
 

Public Attributes

Spread fairPaySpread
 
Spread fairRecSpread
 
- Public Attributes inherited from CrossCcySwap::results
std::vector< Real > inCcyLegNPV
 
std::vector< Real > inCcyLegBPS
 
std::vector< DiscountFactor > npvDateDiscounts