- QuantLib
- FaceValueAccrualClaim
Claim on the notional of a reference security, including accrual. More...
#include <ql/instruments/claim.hpp>
Public Member Functions | |
FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity) | |
Real | amount (const Date &d, Real notional, Real recoveryRate) const |
Claim on the notional of a reference security, including accrual.