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claim.hpp File Reference

Detailed Description

Classes for default-event claims.

Definition in file claim.hpp.

#include <ql/instruments/bond.hpp>

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namespace  QuantLib


class  QuantLib::Claim
 Claim associated to a default event. More...
class  QuantLib::FaceValueAccrualClaim
 Claim on the notional of a reference security, including accrual. More...
class  QuantLib::FaceValueClaim
 Claim on a notional. More...

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