FaceValueAccrualClaim (3) - Linux Man Pages

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

NAME

QuantLib::FaceValueAccrualClaim - Claim on the notional of a reference security, including accrual.

SYNOPSIS


#include <ql/instruments/claim.hpp>

Inherits QuantLib::Claim.

Public Member Functions


FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity)

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

Detailed Description

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

Author

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