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

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
 

Detailed Description

cat bond class

Definition in file catbond.hpp.