TStubData Struct Reference

#include <zcprvt.h>


Data Fields

double userRate
long userBasis
long userDayCountConv
TDate * interpDates
double * interpRates
int interpN
double rate

Detailed Description

Data for forward stub methods

Field Documentation

TDate* TStubData::interpDates

array of TDates for interping

int TStubData::interpN

number of elements for interping

double* TStubData::interpRates

array of rates for interping

double TStubData::rate

euro-money rate (simple annual)

long TStubData::userBasis

user rate: compounding basis

long TStubData::userDayCountConv

user rate: day counting conv

double TStubData::userRate

user rate: annualized rate

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