Claim Class Reference

Claim associated to a default event. More...

#include <ql/instruments/claim.hpp>

Inheritance diagram for Claim:

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

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.