Public Types
enum	Enum { TI_YIELD_FORMULA_TYPE_None, TI_YIELD_FORMULA_TYPE_ZCSimple, TI_YIELD_FORMULA_TYPE_ZCCompound, TI_YIELD_FORMULA_TYPE_FixedRate, TI_YIELD_FORMULA_TYPE_OneYearToMaturity, TI_YIELD_FORMULA_TYPE_FinFormulae }

Static Public Member Functions
static std::string	toString (Enum value)

Detailed Description

Definition at line 4862 of file SMP.Enumerations.h.

Member Enumeration Documentation

enum Enum

Enumerator
TI_YIELD_FORMULA_TYPE_None	None. Formula not available.
TI_YIELD_FORMULA_TYPE_ZCSimple	ZC Simple. Simple interest formula for Zero Coupons, Act/360, Act/365 or Act/366 convention.
TI_YIELD_FORMULA_TYPE_ZCCompound	ZC Compound. Compound interest formula for Zero Coupons, Act/360, Act/365 or Act/366 convention.
TI_YIELD_FORMULA_TYPE_FixedRate	Fixed Rate. Interest formula for Spread Coupons.
TI_YIELD_FORMULA_TYPE_OneYearToMaturity	One Year To Maturity. Price/Yield conversion formula for annual coupon bearing bonds of less than one year to maturity.
TI_YIELD_FORMULA_TYPE_FinFormulae	Financial Formulae.

Definition at line 4864 of file SMP.Enumerations.h.

static std::string toString ( Enum value )

static

Provides string presentation.

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