QuantLib_FaceValueClaim

Langue: en

Autres versions - même langue

Version: 162777 (fedora - 05/07/09)

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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