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 Status &	status () 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.

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

• include/andrew_kalotay_associates/common/structs.h