claim(3)

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

Generated automatically by Doxygen for QuantLib from the source code.

Index