FaceValueAccrualClaim

NAME

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

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