Classes for default-event claims. More...
#include <ql/instruments/bond.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... | |
Namespaces | |
namespace | QuantLib |
Classes for default-event claims.