QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
CatRisk Class Referenceabstract

#include <catrisk.hpp>

+ Inheritance diagram for CatRisk:
+ Collaboration diagram for CatRisk:

Public Member Functions

virtual ~CatRisk ()=default
 
virtual ext::shared_ptr< CatSimulationnewSimulation (const Date &start, const Date &end) const =0
 

Detailed Description

Definition at line 49 of file catrisk.hpp.

Constructor & Destructor Documentation

◆ ~CatRisk()

virtual ~CatRisk ( )
virtualdefault

Member Function Documentation

◆ newSimulation()

virtual ext::shared_ptr< CatSimulation > newSimulation ( const Date start,
const Date end 
) const
pure virtual

Implemented in EventSet, and BetaRisk.