catbond.hpp File Reference

cat bond class More...

#include <ql/experimental/catbonds/catrisk.hpp>
#include <ql/experimental/catbonds/riskynotional.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/time/schedule.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	CatBond
class	CatBond::arguments
class	CatBond::results
	results for a cat bond calculation More...
class	CatBond::engine
	base class for cat bond engine More...
class	FloatingCatBond
	floating-rate cat bond (possibly capped and/or floored) More...

Namespaces
namespace	QuantLib

Detailed Description

cat bond class

Definition in file catbond.hpp.