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

Valuation without risk measures. More...

#include "andrew_kalotay_associates/common/structs.h"

Public Member Functions

 Price ()
 Default constructor sets everything to a quiet NaN.
 
const Statusstatus () const
 
void set (const Status &status)
 Internal use only.
 
void set_to_worst (Output::Status::code_type code, const char *m)
 Internal use only.
 

Public Attributes

double clean_price
 
double accrued_interest
 
double dirty_price
 
double oas
 
double call_value
 
double put_value
 
Status status_
 

Detailed Description

Valuation without risk measures.


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