QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Attributes | List of all members
CatBond::results Class Reference

results for a cat bond calculation More...

#include <ql/experimental/catbonds/catbond.hpp>

Inherits Bond::results.

Public Attributes

Real lossProbability
 
Real exhaustionProbability
 
Real expectedLoss
 

Detailed Description

results for a cat bond calculation