What you’re doing is fine. You should save the latitude and longitude as doubles in Core Data. When you need to get the information again, get the doubles back from Core Data and construct a CLLocationCoordinate2D struct with a function like CLLocationCoordinate2DMake. There’s no built in way to store a location, so storing the latitude and longitude components is fine.
If you’re not doing any math operations on the latitude or longitude (finding bounding boxes etc) you could store them as strings. Floats and doubles can change their values slightly, making comparison operations fail.