QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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catbonds Directory Reference

Files

file  catbond.cpp [code]
 
file  catbond.hpp [code]
 cat bond class
 
file  catrisk.cpp [code]
 
file  catrisk.hpp [code]
 classes that encapsulate catastrophe risk
 
file  montecarlocatbondengine.cpp [code]
 
file  montecarlocatbondengine.hpp [code]
 Monte Carlo pricing engine for cat bonds.
 
file  riskynotional.cpp [code]
 
file  riskynotional.hpp [code]
 classes to track the notional of a cat bond