claim.hpp File Reference

Classes for default-event claims. More...

#include <ql/instruments/bond.hpp>

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Classes
class	Claim
	Claim associated to a default event. More...
class	FaceValueClaim
	Claim on a notional. More...
class	FaceValueAccrualClaim
	Claim on the notional of a reference security, including accrual. More...

Namespaces
namespace	QuantLib

Detailed Description

Classes for default-event claims.

Definition in file claim.hpp.