QuantLib_Claim (3) - Linux Manuals

QuantLib_Claim: Claim associated to a default event.

NAME

QuantLib::Claim - Claim associated to a default event.

SYNOPSIS

#include <ql/instruments/claim.hpp>

Inherits QuantLib::Observable, and QuantLib::Observer.

Inherited by FaceValueAccrualClaim, and FaceValueClaim.

Public Member Functions

virtual Real amount (const Date &defaultDate, Real notional, Real recoveryRate) const =0

void update ()

Detailed Description

Claim associated to a default event.

Member Function Documentation

void update () [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Author

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