TStubData Struct Reference

#include <zcprvt.h>

Data Fields

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

Detailed Description

Data for forward stub methods

Field Documentation

array of TDates for interping

number of elements for interping

array of rates for interping

euro-money rate (simple annual)

user rate: compounding basis

user rate: day counting conv

user rate: annualized rate

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

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