TInterpData Struct Reference

#include <zcprvt.h>


Data Fields

TDateInterval interval
long dayCountConv
long basis
TBadDayList * badDayList
TDateInterval addPointsIntvls [5]
TBoolean enableGeneration

Detailed Description

Interpolation data type

Field Documentation

TDateInterval TInterpData::addPointsIntvls[5]

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

TBadDayList* TInterpData::badDayList

bad day list

long TInterpData::basis

compounding basis

long TInterpData::dayCountConv

Day counting conv

TBoolean TInterpData::enableGeneration

enable generation of zc points at coupon dates

TDateInterval TInterpData::interval

linear FWDs: length of forward

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