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<a href="#pub-methods">Public Member Functions</a> |
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<!-- doxytag: class="QuantLib::ConstantRecoveryModel" --><!-- doxytag: inherits="QuantLib::RecoveryRateModel,QuantLib::Observer" -->
<p><code>#include <ql/experimental/credit/recoveryratemodel.hpp></code></p>
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Inheritance diagram for ConstantRecoveryModel:</div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_recovery_rate_model.html" title="RecoveryRateModel" alt="" coords="5,6,144,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="168,6,243,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_constant_recovery_model-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7333ed7b0aa9754ceebcba7e0e965a7d"></a><!-- doxytag: member="QuantLib::ConstantRecoveryModel::ConstantRecoveryModel" ref="a7333ed7b0aa9754ceebcba7e0e965a7d" args="(const Handle< RecoveryRateQuote > &quote)" -->
 </td><td class="memItemRight" valign="bottom"><b>ConstantRecoveryModel</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html">RecoveryRateQuote</a> > &quote)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af6b18d97031a6ee3ce612e4a403c3e4b"></a><!-- doxytag: member="QuantLib::ConstantRecoveryModel::ConstantRecoveryModel" ref="af6b18d97031a6ee3ce612e4a403c3e4b" args="(Real recovery, Seniority sen=NoSeniority)" -->
 </td><td class="memItemRight" valign="bottom"><b>ConstantRecoveryModel</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recovery, Seniority sen=NoSeniority)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_recovery_model.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_recovery_model.html#afe953f4160ca21765a8aadb329bab537">appliesToSeniority</a> (Seniority) const </td></tr>
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Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constant_recovery_model.html#a102b17702f706c02dfb037c4ac947341">recoveryValueImpl</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> &) const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Simple Recovery Rate model returning the constant value of the quote independently of the date and the seniority. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::ConstantRecoveryModel::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_constant_recovery_model.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
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<p>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. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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<a class="anchor" id="afe953f4160ca21765a8aadb329bab537"></a><!-- doxytag: member="QuantLib::ConstantRecoveryModel::appliesToSeniority" ref="afe953f4160ca21765a8aadb329bab537" args="(Seniority) const " -->
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<td class="memname">bool <a class="el" href="class_quant_lib_1_1_constant_recovery_model.html#afe953f4160ca21765a8aadb329bab537">appliesToSeniority</a> </td>
<td>(</td>
<td class="paramtype">Seniority </td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>Returns true if the model will return recovery rates for the requested seniority. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_recovery_rate_model.html#a8be5f6243e76fbc12665e1111531fb66">RecoveryRateModel</a>.</p>
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<a class="anchor" id="a102b17702f706c02dfb037c4ac947341"></a><!-- doxytag: member="QuantLib::ConstantRecoveryModel::recoveryValueImpl" ref="a102b17702f706c02dfb037c4ac947341" args="(const Date &, const DefaultProbKey &) const " -->
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_constant_recovery_model.html#a102b17702f706c02dfb037c4ac947341">recoveryValueImpl</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname">, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> & </td>
<td class="paramname"> </td>
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<td></td>
<td>)</td>
<td></td><td> const<code> [protected, virtual]</code></td>
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<p>Notice the quote's value is returned without a check on a match of the seniorties of the quote and the request. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_recovery_rate_model.html#a6ac1a3aec02147ee4086c6cba3c86a76">RecoveryRateModel</a>.</p>
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