Claim on the notional of a reference security, including accrual. More...
#include <ql/instruments/claim.hpp>
Inheritance diagram for FaceValueAccrualClaim:Public Member Functions | |
| FaceValueAccrualClaim (const ext::shared_ptr< Bond > &referenceSecurity) | |
| Real | amount (const Date &d, Real notional, Real recoveryRate) const |
Public Member Functions inherited from Claim | |
| void | update () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
| void | registerWithObservables (const ext::shared_ptr< Observer > &) |
| Size | unregisterWith (const ext::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | deepUpdate () |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
Claim on the notional of a reference security, including accrual.