TInterpData Struct Reference

#include <zcprvt.h>

Data Fields

TDateInterval interval
long dayCountConv
long basis
TDateInterval addPointsIntvls [5]
TBoolean enableGeneration

Detailed Description

Interpolation data type

Field Documentation

intervals to add points between start,1y,2y,5y,10y,end

bad day list

compounding basis

Day counting conv

enable generation of zc points at coupon dates

linear FWDs: length of forward

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

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