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

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 DiscountFactor (Date input_date=Date(), double input_factor=QuietNaN())

Public Attributes

Date date
double factor

Detailed Description

Discount factor from the specified Date_ to settlement date (specified elsewhere)

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