results for a cat bond calculation More...
#include <ql/experimental/catbonds/catbond.hpp>
Inheritance diagram for CatBond::results:
Collaboration diagram for CatBond::results:
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 |
Detailed Description
results for a cat bond calculation
Definition at line 74 of file catbond.hpp.
Member Data Documentation
◆ lossProbability
| Real lossProbability |
Definition at line 76 of file catbond.hpp.
◆ exhaustionProbability
| Real exhaustionProbability |
Definition at line 77 of file catbond.hpp.
◆ expectedLoss
| Real expectedLoss |
Definition at line 78 of file catbond.hpp.