QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
FaceValueClaim Class Reference

Claim on a notional. More...

#include <ql/instruments/claim.hpp>

+ Inheritance diagram for FaceValueClaim:
+ Collaboration diagram for FaceValueClaim:

Public Member Functions

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 &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer ()=default
 
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (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 on a notional.

Definition at line 43 of file claim.hpp.

Member Function Documentation

◆ amount()

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

Implements Claim.

Definition at line 24 of file claim.cpp.