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

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 ForwardYield ()
 Default constructor initializes to invalid value.
 ForwardYield (const Date &input_date, const Yield &input_yield)

Public Attributes

Date settlement_date
 Settlement date of forward or futures contract.
Yield yield

Detailed Description

Used to specify orward yield in a yield curve. Typically used for Eurodollar futures or equivalent

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