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

#include "andrew_kalotay_associates/common/structs.h"

Public Attributes

Daycount::type daycount
CalendarFrequency::type frequency
double initial_guess
double tolerance
int iterations
bool use_compounded_yield

Detailed Description

Specifications of a computed yield

Specification of initial guess when computing a yield from a price

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