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

Classes for default-event claims. More...

#include <ql/instruments/bond.hpp>

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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
 

Detailed Description

Classes for default-event claims.

Definition in file claim.hpp.