QuantLib_Claim man page

Claim — Claim associated to a default event.

Synopsis

#include <ql/instruments/claim.hpp>

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

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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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib