QuantLib_CatBond_results man page

CatBond::results — results for a cat bond calculation  


#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


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages exhaustionProbability(3) and expectedLoss(3) are aliases of QuantLib_CatBond_results(3).

Mon Apr 30 2018 Version 1.12.1 QuantLib