CLEAN
Valuation library for mortgage-backed securities
Classes
mbs_yield.h File Reference
#include "andrew_kalotay_associates/clean/dll_macros.h"
#include "andrew_kalotay_associates/clean/structs.h"

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Classes

struct  AndrewKalotayAssociates::Clean::Psa
 PSA multiplier. More...
 
struct  AndrewKalotayAssociates::Clean::Cpr
 Constant prepayment rate. More...
 
class  AndrewKalotayAssociates::Clean::PrepaymentSpeeds
 Prepayment speed vector. More...
 
class  AndrewKalotayAssociates::Clean::MbsYield
 

Detailed Description

Version: 6.3.4
Date: 20210730
Copyright: (c) 2013-2021, Andrew Kalotay Associates. All rights reserved.
Consult your license for permissions and restrictions.

Version: 6.3.4
Date: 20210730
Copyright: (c) 2013-2021, Andrew Kalotay Associates. All rights reserved.
Consult your license for permissions and restrictions.

Declares input and output data structs used by classes that actually do something