montecarlocatbondengine.hpp File Reference

Monte Carlo pricing engine for cat bonds. More...

#include <ql/optional.hpp>
#include <ql/experimental/catbonds/catbond.hpp>

Go to the source code of this file.

Classes
class	MonteCarloCatBondEngine

Namespaces
namespace	QuantLib

Detailed Description

Monte Carlo pricing engine for cat bonds.

Definition in file montecarlocatbondengine.hpp.