FaceValueAccrualClaim Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
FaceValueAccrualClaim Class Reference

Claim on the notional of a reference security, including accrual. More...

`#include <ql/instruments/claim.hpp>`

Inheritance diagram for FaceValueAccrualClaim:
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List of all members.

## Public Member Functions
| FaceValueAccrualClaim (const boost::shared_ptr< Bond > &referenceSecurity)
Real | amount (const Date &d, Real notional, Real recoveryRate) const

## Detailed Description

Claim on the notional of a reference security, including accrual.