claim.hpp

Langue: en

Autres versions - même langue

Version: 165495 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/claim.hpp - Classes for default-event claims.

SYNOPSIS


#include <ql/instruments/bond.hpp>

Classes


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

Detailed Description

Classes for default-event claims.

Author

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