TipsVal
Valuation library for inflation-indexed bonds
Classes
structs.h File Reference
#include "andrew_kalotay_associates/tipsval/dll_macros.h"
#include "andrew_kalotay_associates/common/enums.h"
#include "andrew_kalotay_associates/common/structs.h"
#include "andrew_kalotay_associates/common/array.h"
#include "andrew_kalotay_associates/common/optional.h"

Go to the source code of this file.

Classes

struct  AndrewKalotayAssociates::TipsVal::Input::InflationIndex
 Inflation index as of specified date. More...
 
struct  AndrewKalotayAssociates::TipsVal::Input::InterestRateModelRiskSelection
 
struct  AndrewKalotayAssociates::TipsVal::Input::CouponTerms
 Terms and conditions for coupons. More...
 
struct  AndrewKalotayAssociates::TipsVal::Input::Bond
 Terms and conditions of inflation-indexed bond. More...
 
struct  AndrewKalotayAssociates::TipsVal::Input::InflationAdjustment
 Inflation adjutment terms. More...
 
struct  AndrewKalotayAssociates::TipsVal::Input::ValuationSelection
 Specify which risk measures will be computed. More...
 
struct  AndrewKalotayAssociates::TipsVal::Output::Valuation
 Output data from Bond::compute_valuation More...
 
struct  AndrewKalotayAssociates::TipsVal::Output::Yield
 Output data Bond::compute_yield More...
 

Detailed Description

Version: 2.2.4
Date: 20201123
Copyright (c) 2009-2020, Andrew Kalotay Associates. All rights reserved.
Consult your license for permissions and restrictions.