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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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#include <catrisk.hpp>
Inheritance diagram for CatRisk:
Collaboration diagram for CatRisk:Public Member Functions | |
| virtual | ~CatRisk ()=default |
| virtual ext::shared_ptr< CatSimulation > | newSimulation (const Date &start, const Date &end) const =0 |
Definition at line 49 of file catrisk.hpp.
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virtualdefault |
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pure virtual |