ZCurve Struct Reference

#include <zcprvt.h>

Data Fields

TDate valueDate
double * rate
double * discount
int numItems
int numAlloc
long basis
long dayCountConv

Detailed Description

Stores curve of zero rates

Field Documentation

compounding basis: usually annual

array of dates

day counting convention

array of discounts

number of items allowed in arrays

number of valid rates in curve

double* ZCurve::rate

array of rates

base date all rates start at

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

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