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QuantLib_Claim
Langue: en
Version: 382264 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::Claim -Claim associated to a default event.
SYNOPSIS
#include <ql/instruments/claim.hpp>
Inherits QuantLib::Observable, and QuantLib::Observer.
Inherited by FaceValueAccrualClaim, and FaceValueClaim.
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.
Author
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Contenus ©2006-2024 Benjamin Poulain
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