Claim associated to a default event.
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#include <ql/instruments/claim.hpp>
List of all members.
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
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.