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

YTM, YTW, or YTC report, including modified duration and convexity. More...

#include "andrew_kalotay_associates/common/structs.h"

Inheritance diagram for AndrewKalotayAssociates::Common::Output::Yield:
AndrewKalotayAssociates::TipsVal::Output::Yield

Public Member Functions

const Riskmodified_risk () const
 Modified duration and convexity.
 
const Statusstatus () 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_
 

Detailed Description

YTM, YTW, or YTC report, including modified duration and convexity.


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