A free/open-source library for quantitative finance
Reference manual - version 1.20
ql
experimental
catbonds
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
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