QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | List of all members
FaceValueAccrualClaim Class Reference

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

#include <ql/instruments/claim.hpp>

+ Inheritance diagram for FaceValueAccrualClaim:

Public Member Functions

 FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity)
 
Real amount (const Date &d, Real notional, Real recoveryRate) const
 
- Public Member Functions inherited from Claim
void update ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Detailed Description

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