QuantLib_Claim man page
Claim — Claim associated to a default event.
Inherits Observable, and Observer.
Inherited by FaceValueAccrualClaim, and FaceValueClaim.
Public Member Functions
virtual Real amount (const Date &defaultDate, Real notional, Real recoveryRate) const =0
void update ()
Additional Inherited Members
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.
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