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