TipsVal
Valuation library for inflation-indexed bonds
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YTM, YTW, or YTC report, including modified duration and convexity. More...
#include "andrew_kalotay_associates/common/structs.h"
Public Member Functions | |
const Risk & | modified_risk () const |
Modified duration and convexity. | |
const Status & | status () const |
Yield () | |
Default constructor sets everything to quiet NaN. | |
void | set (const Risk &modified_risk) |
Internal use only. | |
void | set (const Status &status) |
Internal use only. | |
Public Attributes | |
double | yield |
double | clean_price |
double | accrued_interest |
Date | redemption_date |
Risk | modified_risk_ |
Status | status_ |
YTM, YTW, or YTC report, including modified duration and convexity.