Claim associated to a default event. More...

#include <ql/instruments/claim.hpp>

Inheritance diagram for Claim:

Collaboration diagram for Claim:

Public Member Functions
	~Claim () override=default

virtual Real	amount (const Date &defaultDate, Real notional, Real recoveryRate) const =0

void	update () override

Public Member Functions inherited from Observable
	Observable ()

	Observable (const Observable &)

Observable &	operator= (const Observable &)

	Observable (Observable &&)=delete

Observable &	operator= (Observable &&)=delete

virtual	~Observable ()=default

void	notifyObservers ()

Public Member Functions inherited from Observer
	Observer ()=default

	Observer (const Observer &)

Observer &	operator= (const Observer &)

virtual	~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	update ()=0

virtual void	deepUpdate ()

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Detailed Description

Claim associated to a default event.

Definition at line 32 of file claim.hpp.

Constructor & Destructor Documentation

◆ ~Claim()

~Claim ( )

overridedefault

Member Function Documentation

◆ amount()

virtual Real amount	(	const Date &	defaultDate,
		Real	notional,
		Real	recoveryRate
	)		const

pure virtual

Implemented in FaceValueClaim, and FaceValueAccrualClaim.

◆ update()

void update ( )

overridevirtual

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Definition at line 38 of file claim.hpp.

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