QuantLib_FaceValueAccrualClaim man page

FaceValueAccrualClaim — Claim on the notional of a reference security, including accrual.

Synopsis

#include <ql/instruments/claim.hpp>

Inherits Claim.

Public Member Functions

FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity)

Real amount (const Date &d, Real notional, Real recoveryRate) const

Additional Inherited Members

Detailed Description

Claim on the notional of a reference security, including accrual.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FaceValueAccrualClaim(3) is an alias of QuantLib_FaceValueAccrualClaim(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib