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 ext::shared_ptr< Bond > &referenceSecurity)
Real	amount (const Date &d, Real notional, Real recoveryRate) const override
Public Member Functions inherited from Claim
void	update () override
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Detailed Description

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

Member Function Documentation

amount()

Real amount ( const Date & d, Real notional, Real recoveryRate ) const

overridevirtual

Implements Claim.