Valuation library for mortgage-backed securities
Public Member Functions | Public Attributes | List of all members
AndrewKalotayAssociates::Clean::Output::Price Struct Reference

#include "andrew_kalotay_associates/clean/structs.h"

Public Member Functions

Status status () const
void set (Status status)
 For internal use onky.

Public Attributes

double clean_price
double accrued_interest
double dirty_price
double oas
double refinancing_value

Detailed Description

All values are reported as a fraction of the principal remaining as of the valuation date.d

The documentation for this struct was generated from the following file: