QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes for default-event claims. More...
#include <ql/instruments/bond.hpp>
Go to the source code of this file.
Classes | |
class | Claim |
Claim associated to a default event. More... | |
class | FaceValueClaim |
Claim on a notional. More... | |
class | FaceValueAccrualClaim |
Claim on the notional of a reference security, including accrual. More... | |
Namespaces | |
namespace | QuantLib |
Classes for default-event claims.
Definition in file claim.hpp.