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

#include "andrew_kalotay_associates/common/structs.h"

Public Attributes

Daycount::type daycount
 
CalendarFrequency::type frequency
 
double initial_guess
 
double tolerance
 
int iterations
 
bool use_compounded_yield
 

Detailed Description

Specifications of a computed yield

Specification of initial guess when computing a yield from a price


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