QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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results for a cat bond calculation More...
#include <catbond.hpp>
Public Attributes | |
Real | lossProbability |
Real | exhaustionProbability |
Real | expectedLoss |
Public Attributes inherited from Bond::results | |
Real | settlementValue |
Public Attributes inherited from Instrument::results | |
Real | value |
Real | errorEstimate |
Date | valuationDate |
std::map< std::string, ext::any > | additionalResults |
Additional Inherited Members | |
Public Member Functions inherited from Bond::results | |
void | reset () override |
void | reset () override |
Public Member Functions inherited from PricingEngine::results | |
virtual | ~results ()=default |
virtual void | reset ()=0 |
results for a cat bond calculation
Definition at line 74 of file catbond.hpp.
Real lossProbability |
Definition at line 76 of file catbond.hpp.
Real exhaustionProbability |
Definition at line 77 of file catbond.hpp.
Real expectedLoss |
Definition at line 78 of file catbond.hpp.