QuantLib_FaceValueClaim

Langue: en

Autres versions - même langue

Version: 379013 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::FaceValueClaim -

Claim on a notional.

SYNOPSIS


#include <ql/instruments/claim.hpp>

Inherits QuantLib::Claim.

Public Member Functions


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

Detailed Description

Claim on a notional.

Author

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