#include <ql/experimental/credit/recoveryratemodel.hpp>
Public Member Functions | |
virtual Real | recoveryValue (const Date &defaultDate, const DefaultProbKey &defaultKey=DefaultProbKey()) const |
virtual bool | appliesToSeniority (Seniority) const =0 |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
Protected Member Functions | |
virtual Real | recoveryValueImpl (const Date &, const DefaultProbKey &defaultKey) const =0 |
Models of the recovery rate provide future values of a recovery rate in the event of a default.
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virtual |
returns the expected recovery rate at a future time conditional on some default event type and seniority.
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pure virtual |
Returns true if the model will return recovery rates for the requested seniority.
Implemented in ConstantRecoveryModel.
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protectedpure virtual |
Returns Null<Real> if unable to produce a recovery for the requested seniority.
Implemented in ConstantRecoveryModel.