Class CrossCurrencySwapResults

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

The results an engine returns for a cross-currency swap: the swap's, in the NPV currency, with each leg's NPV and BPS in its own currency and its discount factor at the NPV date.

public record CrossCurrencySwapResults : SwapResults, IEquatable<InstrumentResults>, IEquatable<SwapResults>, IEquatable<CrossCurrencySwapResults>

Inheritance

object

InstrumentResults

SwapResults

CrossCurrencySwapResults

Implements

IEquatable<InstrumentResults>

IEquatable<SwapResults>

IEquatable<CrossCurrencySwapResults>

Derived

MtMCrossCurrencyBasisSwapResults

ConstNotionalCrossCurrencyBasisSwapResults

ConstNotionalCrossCurrencyFixedVsFloatingSwapResults

Inherited Members

SwapResults.Equals(InstrumentResults)

SwapResults.LegNPV

SwapResults.LegBPS

SwapResults.StartDiscounts

SwapResults.EndDiscounts

SwapResults.NpvDateDiscount

InstrumentResults.Result<T>(string)

InstrumentResults.NPV

InstrumentResults.ErrorEstimate

InstrumentResults.ValuationDate

InstrumentResults.AdditionalResults

object.GetType()

object.MemberwiseClone()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Remarks

Unsealed, as QuantLib's, since the constant-notional and mark-to-market swaps' results derive from it. A per-leg result QuantLib leaves null is null. Equality compares the per-leg arrays element by element.

Constructors

CrossCurrencySwapResults()

Initializes a new instance of the CrossCurrencySwapResults class.

public CrossCurrencySwapResults()

CrossCurrencySwapResults(CrossCurrencySwapResults)

protected CrossCurrencySwapResults(CrossCurrencySwapResults original)

Parameters

original CrossCurrencySwapResults

Properties

EqualityContract

protected override Type EqualityContract { get; }

Property Value

Type

InCcyLegBPS

Gets each leg's basis-point sensitivity in its own currency, signed by whether the leg is paid.

public ImmutableArray<double?> InCcyLegBPS { get; init; }

Property Value

ImmutableArray<double?>

InCcyLegNPV

Gets each leg's NPV in its own currency, signed by whether the leg is paid.

public ImmutableArray<double?> InCcyLegNPV { get; init; }

Property Value

ImmutableArray<double?>

NpvDateDiscounts

Gets each leg's discount factor at the NPV date, on its own currency's curve.

public ImmutableArray<double?> NpvDateDiscounts { get; init; }

Property Value

ImmutableArray<double?>

Methods

Equals(CrossCurrencySwapResults?)

public virtual bool Equals(CrossCurrencySwapResults? other)

Parameters

other CrossCurrencySwapResults

Returns

bool

Equals(SwapResults?)

public override sealed bool Equals(SwapResults? other)

Parameters

other SwapResults

Returns

bool

Equals(object?)

public override bool Equals(object? obj)

Parameters

obj object

Returns

bool

GetHashCode()

public override int GetHashCode()

Returns

int

PrintMembers(StringBuilder)

protected override bool PrintMembers(StringBuilder builder)

Parameters

builder StringBuilder

Returns

bool

ToString()

public override string ToString()

Returns

string

Operators

operator ==(CrossCurrencySwapResults?, CrossCurrencySwapResults?)

public static bool operator ==(CrossCurrencySwapResults? left, CrossCurrencySwapResults? right)

Parameters

left CrossCurrencySwapResults

right CrossCurrencySwapResults

Returns

bool

operator !=(CrossCurrencySwapResults?, CrossCurrencySwapResults?)

public static bool operator !=(CrossCurrencySwapResults? left, CrossCurrencySwapResults? right)

Parameters

left CrossCurrencySwapResults

right CrossCurrencySwapResults

Returns

bool