Claim Class Reference
Claim associated to a default event. More...
#include <ql/instruments/claim.hpp>
Inheritance diagram for Claim:

Public Member Functions | |
virtual Real | amount (const Date &defaultDate, Real notional, Real recoveryRate) const =0 |
void | update () |
Detailed Description
Claim associated to a default event.
Member Function Documentation
void update | ( | ) | [virtual] |
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.