#include <ql/experimental/credit/recoveryratemodel.hpp>
Public Member Functions | |
ConstantRecoveryModel (const Handle< RecoveryRateQuote > "e) | |
ConstantRecoveryModel (Real recovery, Seniority sen=NoSeniority) | |
void | update () |
bool | appliesToSeniority (Seniority) const |
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virtual Real | recoveryValue (const Date &defaultDate, const DefaultProbKey &defaultKey=DefaultProbKey()) const |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
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Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | deepUpdate () |
Protected Member Functions | |
Real | recoveryValueImpl (const Date &, const DefaultProbKey &) const |
Additional Inherited Members | |
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typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type |
typedef set_type::iterator | iterator |
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.