#include <ql/experimental/credit/recoveryratemodel.hpp>
Inheritance diagram for ConstantRecoveryModel:Public Member Functions | |
| ConstantRecoveryModel (const Handle< RecoveryRateQuote > "e) | |
| ConstantRecoveryModel (Real recovery, Seniority sen=NoSeniority) | |
| void | update () |
| bool | appliesToSeniority (Seniority) const |
Public Member Functions inherited from RecoveryRateModel | |
| virtual Real | recoveryValue (const Date &defaultDate, const DefaultProbKey &defaultKey=DefaultProbKey()) const |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
| void | registerWithObservables (const boost::shared_ptr< Observer > &) |
| Size | unregisterWith (const boost::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
Protected Member Functions | |
| Real | recoveryValueImpl (const Date &, const DefaultProbKey &) const |
Simple Recovery Rate model returning the constant value of the quote independently of the date and the seniority.
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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.
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virtual |
Returns true if the model will return recovery rates for the requested seniority.
Implements RecoveryRateModel.
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protectedvirtual |
Notice the quote's value is returned without a check on a match of the seniorties of the quote and the request.
Implements RecoveryRateModel.