riskynotional.hpp File Reference

classes to track the notional of a cat bond More...

#include <ql/errors.hpp>
#include <ql/shared_ptr.hpp>
#include <ql/time/date.hpp>
#include <algorithm>
#include <utility>
#include <vector>

Go to the source code of this file.

Classes
class	EventPaymentOffset
class	NoOffset
class	NotionalPath
class	NotionalRisk
class	DigitalNotionalRisk
class	ProportionalNotionalRisk

Namespaces
namespace	QuantLib

Detailed Description

classes to track the notional of a cat bond

Definition in file riskynotional.hpp.