ql/instruments/claim.hpp File Reference
Classes for default-event claims. More...
#include <ql/instruments/bond.hpp>
Include dependency graph for claim.hpp:

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... |
Detailed Description
Classes for default-event claims.