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

#include "andrew_kalotay_associates/clean/structs.h"

Public Member Functions

Status status () const
 
Price price () const
 
Common::Optional< Riskeffective_risk () const
 
Common::Optional< Riskoas_risk () const
 
Common::Optional< Riskhomeowner_credit_spread_risk () const
 
Common::Optional< Riskvol_risk () const
 
Common::Array< PartialDurationpartial_durations () const
 
Common::Array< PrepaymentSpeedaverage_prepayment_speeds () const
 
Common::Optional< double > expected_life () const
 
void set (Status status)
 For internal use only.
 
void set (Price price)
 
void set_effective_risk (Risk effective_risk)
 
void set_oas_risk (Risk oas_risk)
 
void set_homeowner_credit_spread_risk (Risk homeowner_credit_spread_risk)
 
void set_vol_risk (Risk vol_risk)
 
void set (Common::Array< PartialDuration > partial_durations)
 
void set (Common::Array< PrepaymentSpeed > average_prepayment_speeds)
 
void set_expected_life (double expected_life)
 

Detailed Description

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


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