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

classes that encapsulate catastrophe risk More...

#include <ql/time/date.hpp>
#include <ql/errors.hpp>
#include <ql/shared_ptr.hpp>
#include <random>
#include <vector>

Go to the source code of this file.

Classes

class  CatSimulation
 
class  CatRisk
 
class  EventSetSimulation
 
class  EventSet
 
class  BetaRiskSimulation
 
class  BetaRisk
 

Namespaces

namespace  QuantLib
 

Detailed Description

classes that encapsulate catastrophe risk

Definition in file catrisk.hpp.