Reference manual - version qle_version
QuantExt
TenorBasisSwap
results
Public Member Functions
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Public Attributes
|
List of all members
TenorBasisSwap::results Class Reference
Financial instruments
#include <qle/instruments/tenorbasisswap.hpp>
Inheritance diagram for TenorBasisSwap::results:
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legend
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Public Member Functions
void
reset
() override
Public Attributes
Spread
fairLongSpread
Spread
fairShortSpread
Detailed Description
Results from tenor basis swap calculation
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