QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
montecarlocatbondengine.hpp File Reference

Monte Carlo pricing engine for cat bonds. More...

#include <ql/optional.hpp>
#include <ql/experimental/catbonds/catbond.hpp>

Go to the source code of this file.

Classes

class  MonteCarloCatBondEngine
 

Namespaces

namespace  QuantLib
 

Detailed Description

Monte Carlo pricing engine for cat bonds.

Definition in file montecarlocatbondengine.hpp.