Valuation library for inflation-indexed bonds
Public Attributes | List of all members
AndrewKalotayAssociates::Common::Input::CurrencyForwardCurve Struct Reference

#include "andrew_kalotay_associates/common/structs.h"

Public Attributes

Date settlement_date
 settlement_date of spot FX contract
Array< CurrencyForwardforwards

Detailed Description

Used a a proxy for a benchmark curve in a foreign currency if no par yield curve is available

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