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

Item in a call or put schedule, specifying a call or put price. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 StrikeScheduleItem (Date input_start=Date(), double input_strike=100.0)
 Default constructor leaves everything uninitialized.
 

Public Attributes

Date start
 
double strike
 Call or put price.
 

Detailed Description

Item in a call or put schedule, specifying a call or put price.

Member Data Documentation

◆ start

Date AndrewKalotayAssociates::Common::Input::StrikeScheduleItem::start

Start of first coupon period in which specified strike takes effect


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