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

Duration and convexity. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 Risk ()
 Default constructor sets everything to a quiet NaN.

Public Attributes

double duration
double convexity

Detailed Description

Duration and convexity.

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