FaceValueAccrualClaim (3) Linux Manual Page

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

Generated automatically by Doxygen for QuantLib from the source code.