TipsVal
Valuation library for inflation-indexed bonds
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AndrewKalotayAssociates::Common::Input::Option Struct Reference

Terms of a call or put option. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 Option ()
 Default constructor is no option.
 

Public Attributes

TimeDifference notice_period
 How much advance notice must be given for a call or put.
 
CalendarFrequency::type frequency
 
Date end
 Set to maturity date unless option ends before it.
 
Array< StrikeScheduleItemstrike_schedule
 

Detailed Description

Terms of a call or put option.

Member Data Documentation

◆ frequency

CalendarFrequency::type AndrewKalotayAssociates::Common::Input::Option::frequency

How often call or put dates occur. Default is never. Set to daily if American option

◆ strike_schedule

Array<StrikeScheduleItem> AndrewKalotayAssociates::Common::Input::Option::strike_schedule

Needs more than one item only if strike price changes


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