QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
catbonds Directory Reference

Files

file  catbond.hpp
 cat bond class
 
file  catrisk.hpp
 classes that encapsulate catastrophe risk
 
file  montecarlocatbondengine.hpp
 Monte Carlo pricing engine for cat bonds.
 
file  riskynotional.hpp
 classes to track the notional of a cat bond