QuantLib_FaceValueClaim man page

FaceValueClaim — Claim on a notional.

Synopsis

#include <ql/instruments/claim.hpp>

Inherits Claim.

Public Member Functions

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

Additional Inherited Members

Detailed Description

Claim on a notional.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Info

Fri Sep 23 2016 Version 1.8.1 QuantLib