QuantLib_FaceValueAccrualClaim (3) - Linux Manuals
QuantLib_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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