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

classes to track the notional of a cat bond More...

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

Go to the source code of this file.

Classes

class  EventPaymentOffset
 
class  NoOffset
 
class  NotionalPath
 
class  NotionalRisk
 
class  DigitalNotionalRisk
 
class  ProportionalNotionalRisk
 

Namespaces

namespace  QuantLib
 

Detailed Description

classes to track the notional of a cat bond

Definition in file riskynotional.hpp.