Class FxForwardResults

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

The results of an FxForward's engine: the instrument's results, with the NPV in the source currency, and the fair forward rate and the NPV in each currency.

public sealed record FxForwardResults : InstrumentResults, IEquatable<InstrumentResults>, IEquatable<FxForwardResults>

Inheritance

object

InstrumentResults

FxForwardResults

Implements

IEquatable<InstrumentResults>

IEquatable<FxForwardResults>

Inherited Members

InstrumentResults.Result<T>(string)

InstrumentResults.NPV

InstrumentResults.ErrorEstimate

InstrumentResults.ValuationDate

InstrumentResults.AdditionalResults

object.GetType()

object.Equals(object, object)

object.ReferenceEquals(object, object)

Remarks

Where QuantLib throws "fair forward rate not available" and "NPV in … currency not available" on reading a null result, the caller checks for the null.

Constructors

FxForwardResults()

public FxForwardResults()

Properties

EqualityContract

protected override Type EqualityContract { get; }

Property Value

Type

FairForwardRate

Gets the fair forward rate, units of the target currency per unit of the source, the market-implied rate the engine computes.

public double? FairForwardRate { get; init; }

Property Value

double?

NpvSourceCurrency

Gets the NPV in the source currency.

public double? NpvSourceCurrency { get; init; }

Property Value

double?

NpvTargetCurrency

Gets the NPV in the target currency.

public double? NpvTargetCurrency { get; init; }

Property Value

double?

Methods

Equals(InstrumentResults?)

public override sealed bool Equals(InstrumentResults? other)

Parameters

other InstrumentResults

Returns

bool

Equals(FxForwardResults?)

public bool Equals(FxForwardResults? other)

Parameters

other FxForwardResults

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 ==(FxForwardResults?, FxForwardResults?)

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

Parameters

left FxForwardResults

right FxForwardResults

Returns

bool

operator !=(FxForwardResults?, FxForwardResults?)

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

Parameters

left FxForwardResults

right FxForwardResults

Returns

bool