Claim on the notional of a reference security, including accrual. More...
#include <claim.hpp>
Inheritance diagram for FaceValueAccrualClaim:
Collaboration diagram for FaceValueAccrualClaim:
Public Member Functions | |
| FaceValueAccrualClaim (const ext::shared_ptr< Bond > &referenceSecurity) | |
| Real | amount (const Date &d, Real notional, Real recoveryRate) const override |
| Public Member Functions inherited from Claim | |
| ~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 () |
Private Attributes | |
| ext::shared_ptr< Bond > | referenceSecurity_ |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
Detailed Description
Claim on the notional of a reference security, including accrual.
Constructor & Destructor Documentation
◆ FaceValueAccrualClaim()
| FaceValueAccrualClaim | ( | const ext::shared_ptr< Bond > & | referenceSecurity | ) |
