FaceValueAccrualClaim Class Reference

Claim on the notional of a reference security, including accrual. More...

#include <ql/instruments/claim.hpp>

Inheritance diagram for FaceValueAccrualClaim:

List of all members.

Public Member Functions

 FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity)
Real amount (const Date &d, Real notional, Real recoveryRate) const


Detailed Description

Claim on the notional of a reference security, including accrual.