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

#include "andrew_kalotay_associates/clean/structs.h"

Public Member Functions

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

Public Attributes

double price
 
double accrued_interest
 
double yield
 
Risk modified_risk
 
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: