QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
EventPaymentOffset Class Referenceabstract

#include <ql/experimental/catbonds/riskynotional.hpp>

+ Inheritance diagram for EventPaymentOffset:
+ Collaboration diagram for EventPaymentOffset:

Public Member Functions

virtual ~EventPaymentOffset ()=default
 
virtual Date paymentDate (const Date &eventDate)=0
 

Detailed Description

Definition at line 36 of file riskynotional.hpp.

Constructor & Destructor Documentation

◆ ~EventPaymentOffset()

virtual ~EventPaymentOffset ( )
virtualdefault

Member Function Documentation

◆ paymentDate()

virtual Date paymentDate ( const Date &  eventDate)
pure virtual

Implemented in NoOffset.

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