24#ifndef quantlib_claim_hpp
25#define quantlib_claim_hpp
37 Real recoveryRate)
const = 0;
52 const ext::shared_ptr<Bond>& referenceSecurity);
Claim associated to a default event.
~Claim() override=default
virtual Real amount(const Date &defaultDate, Real notional, Real recoveryRate) const =0
Claim on the notional of a reference security, including accrual.
Real amount(const Date &d, Real notional, Real recoveryRate) const override
ext::shared_ptr< Bond > referenceSecurity_
Real amount(const Date &d, Real notional, Real recoveryRate) const override
Object that notifies its changes to a set of observers.
Object that gets notified when a given observable changes.