Public Member Functions | |
void | reset () override |
Public Member Functions inherited from CrossCcySwap::results | |
void | reset () override |
Public Attributes | |
QuantLib::Spread | fairSpread |
QuantLib::Rate | fairFixedRate |
Public Attributes inherited from CrossCcySwap::results | |
std::vector< Real > | inCcyLegNPV |
std::vector< Real > | inCcyLegBPS |
std::vector< DiscountFactor > | npvDateDiscounts |