QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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cat bond class More...
#include <ql/experimental/catbonds/catrisk.hpp>
#include <ql/experimental/catbonds/riskynotional.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/schedule.hpp>
#include <utility>
Go to the source code of this file.
Classes | |
class | CatBond |
class | CatBond::arguments |
class | CatBond::results |
results for a cat bond calculation More... | |
class | CatBond::engine |
base class for cat bond engine More... | |
class | FloatingCatBond |
floating-rate cat bond (possibly capped and/or floored) More... | |
Namespaces | |
namespace | QuantLib |
cat bond class
Definition in file catbond.hpp.