CLEAN
Valuation library for mortgage-backed securities
Public Types | Public Member Functions | Public Attributes | List of all members
AndrewKalotayAssociates::Common::Input::Quote Struct Reference

Bond price quote. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Types

enum  type_type {
  unspecified = -1 , oas = 0 , clean_price = 1 , dirty_price = 10 ,
  yield_to_maturity = 2 , yield_to_call = 3 , yield_to_worst = 9 , discount_margin = 20 ,
  das = 100
}
 Enum of possible ways to quote a price.
 

Public Member Functions

 Quote ()
 Default constructor leaves everything uninitialized.
 
bool is_price () const
 

Public Attributes

type_type type
 Quote type.
 
double value
 Quote value.
 

Detailed Description

Bond price quote.


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