bastypes.h File Reference

#include "cgeneral.h"
#include "cdate.h"
#include "mdydate.h"
#include "cfinanci.h"
#include "stub.h"

Data Structures

struct  TRatePt
 Holds a rate and the associated date. More...
struct  TCurve
 Holds a zero-coupon rate curve or clean spread curve. More...
struct  TCashFlow
 Defines a single fixed cashflow. More...
struct  TCashFlowList
 A list of CashFlows (date and amount). More...
struct  TCouponDates
 Defines dates required for one floating payment. More...
struct  TCouponDateList
 Defines dates needed for a list of floating payments. More...
struct  TFloatRate
 Defines a flaoting rate. More...

Detailed Description

Distributed by BN Algorithms Ltd -- consulting in quantitative finance, mathematical algorithms and software implementations. CDS Home Page. For enquires contact
This documentation is derived from ISDA CDS Standard Model version 1.7. You can get a copy of the original ISDA code at This is a derivative work under the terms of the ISDA CDS Standard Model Public License. BN Algorithms Ltd licenses this work to you solely for on-screen viewing on your own computer. Making copies and further distribution of this work is prohibited.
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