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.

• This file contains data structs used for inputs to and outputs from classes
• All structs are in AndrewKalotayAssociates::TipsVal
• Structs in AndrewKalotayAssociates::TipsVal are all pulled into the namespace AndrewKalotayAssociates::Common
• Input structs are in subnamespace Input.
• Output structs are in subnamespace Output.
• IMPORTANT: All inputs are in absolute decimals. For example, 10% is entered as 0.10