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

Used to specify a yield in a yield curve. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 Yield (TimeDifference input_maturity=TimeDifference(), double input_rate=QuietNaN())
 Default value is an invalid value.
 

Public Attributes

TimeDifference maturity
 
double rate
 Yield in absolute terms (0.10 = 10%)
 

Detailed Description

Used to specify a yield in a yield curve.


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