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

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

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Public Member Functions

 NotionalPath ()
 
Rate notionalRate (const Date &date) const
 
void reset ()
 
void addReduction (const Date &date, Rate newRate)
 
Real loss ()
 

Private Attributes

std::vector< std::pair< Date, Real > > notionalRate_
 

Detailed Description

Definition at line 47 of file riskynotional.hpp.

Constructor & Destructor Documentation

◆ NotionalPath()

Definition at line 24 of file riskynotional.cpp.

Member Function Documentation

◆ notionalRate()

Rate notionalRate ( const Date date) const

Definition at line 30 of file riskynotional.cpp.

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◆ reset()

void reset ( )

Definition at line 38 of file riskynotional.cpp.

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◆ addReduction()

void addReduction ( const Date date,
Rate  newRate 
)

Definition at line 42 of file riskynotional.cpp.

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◆ loss()

Real loss ( )

Definition at line 46 of file riskynotional.cpp.

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Member Data Documentation

◆ notionalRate_

std::vector<std::pair<Date, Real> > notionalRate_
private

Definition at line 60 of file riskynotional.hpp.