QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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#include <ql/experimental/catbonds/catrisk.hpp>
Public Member Functions | |
virtual | ~CatRisk ()=default |
virtual ext::shared_ptr< CatSimulation > | newSimulation (const Date &start, const Date &end) const =0 |
Definition at line 49 of file catrisk.hpp.
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virtualdefault |
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pure virtual |