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