#include <ql/experimental/catbonds/catrisk.hpp>
Inheritance diagram for CatSimulation:
Collaboration diagram for CatSimulation:
Public Member Functions | |
| CatSimulation (Date start, Date end) | |
| virtual | ~CatSimulation ()=default |
| virtual bool | nextPath (std::vector< std::pair< Date, Real > > &path)=0 |
Protected Attributes | |
| Date | start_ |
| Date | end_ |
Detailed Description
Definition at line 35 of file catrisk.hpp.
Constructor & Destructor Documentation
◆ CatSimulation()
| CatSimulation | ( | Date | start, |
| Date | end | ||
| ) |
Definition at line 37 of file catrisk.hpp.
◆ ~CatSimulation()
|
virtualdefault |
Member Function Documentation
◆ nextPath()
Implemented in EventSetSimulation, and BetaRiskSimulation.
Member Data Documentation
◆ start_
|
protected |
Definition at line 45 of file catrisk.hpp.
◆ end_
|
protected |
Definition at line 46 of file catrisk.hpp.