Class FaceValueClaim

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

A claim on a notional: the notional less the recovery.

public sealed class FaceValueClaim : Claim

Inheritance

object

Claim

FaceValueClaim

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

FaceValueClaim()

public FaceValueClaim()

Methods

Amount(Date?, double, double, EvaluationContext)

The amount claimed: notional (1 - recoveryRate), whatever the date.

public override double Amount(Date? defaultDate, double notional, double recoveryRate, EvaluationContext context)

Parameters

defaultDate Date?

The default date, which the claim doesn't read.

notional double

The notional.

recoveryRate double

The recovery rate.

context EvaluationContext

The evaluation context, which the claim doesn't read.

Returns

double

The amount.