MomentMatchingResults Struct Reference

Public Member Functions
Real	firstMoment ()
Real	secondMoment ()
Real	stdDev ()
Time	timeToExpriy ()

Public Attributes
Time	tn
Real	forward
Real	accruals
Real	sigma
std::vector< QuantLib::Real >	times
std::vector< Real >	forwards
std::vector< Real >	futureVols
std::vector< Real >	spotVols
std::vector< std::string >	indexNames
std::vector< QuantLib::Date >	pricingDates
std::vector< QuantLib::Date >	indexExpiries
std::vector< QuantLib::Real >	fixings
Real	EA2