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QuantLib::FaceValueAccrualClaim Class Reference

#include <claim.hpp>

Inheritance diagram for QuantLib::FaceValueAccrualClaim:

QuantLib::Claim QuantLib::Observable QuantLib::Observer

List of all members.


Detailed Description

Claim on the notional of a reference security, including accrual.

Definition at line 51 of file claim.hpp.


Public Member Functions

Real amount (const Date &d, Real notional, Real recoveryRate) const
 FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity)
void notifyObservers ()
void registerWith (const boost::shared_ptr< Observable > &)
void unregisterWith (const boost::shared_ptr< Observable > &)
void update ()

Private Attributes

boost::shared_ptr< BondreferenceSecurity_

The documentation for this class was generated from the following files:

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