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 webs@bnikolic.co.uk.
This documentation is derived from ISDA CDS Standard Model version 1.7. You can get a copy of the original ISDA code at www.bnikolic.co.uk. 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.
This documentation is provided "as-is", without warranty of any kind, either expressed or implied, including, without limitation, warranties that the documentation is free of defects, merchantable, fit for a particular purpose or non-infringing. the entire risk as to the quality of the documentation is with you. Should this documentation prove defective in any respect, you (not the licensor) assume the cost of any necessary correction. This disclaimer of warranty constitutes an essential part of this license.