claim.hpp File Reference

Classes for default-event claims. More...

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...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Classes for default-event claims.