QuantLib_FaceValueAccrualClaim man page
FaceValueAccrualClaim — Claim on the notional of a reference security, including accrual.
Public Member Functions
FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity)
Real amount (const Date &d, Real notional, Real recoveryRate) const
Additional Inherited Members
Claim on the notional of a reference security, including accrual.
Generated automatically by Doxygen for QuantLib from the source code.
FaceValueAccrualClaim(3) is an alias of QuantLib_FaceValueAccrualClaim(3).