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

Public Member Functions

void reset () override
 

Public Attributes

std::vector< Real > legNPV
 
std::vector< Real > inCcyLegNPV
 
std::vector< Real > legBPS
 
std::vector< Real > inCcyLegBPS
 
std::vector< DiscountFactor > startDiscounts
 
std::vector< DiscountFactor > endDiscounts
 
DiscountFactor npvDateDiscount
 
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