ql/instruments/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...

Detailed Description

Classes for default-event claims.