TCurve Struct Reference

Holds a zero-coupon rate curve or clean spread curve. More...

#include <bastypes.h>

Data Fields

int fNumItems
 Number of TRatePts in fArray.
 Dates & rates.
TDate fBaseDate
 Discount date.
double fBasis
 Number compounding periods / year.
long fDayCountConv
 How the year fraction is computed.

Detailed Description

Holds a zero-coupon rate curve or clean spread curve.

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

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