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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html">RecoveryRateQuote</a> </li>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">RecoveryRateQuote Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::RecoveryRateQuote" --><!-- doxytag: inherits="QuantLib::Quote" -->
<p>Stores a recovery rate market quote and the associated seniority.
<a href="class_quant_lib_1_1_recovery_rate_quote.html#details">More...</a></p>
<p><code>#include <ql/experimental/credit/recoveryratequote.hpp></code></p>
<div class="dynheader">
Inheritance diagram for RecoveryRateQuote:</div>
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<div class="center"><img src="class_quant_lib_1_1_recovery_rate_quote__inherit__graph.png" border="0" usemap="#_recovery_rate_quote_inherit__map" alt="Inheritance graph"/></div>
<map name="_recovery_rate_quote_inherit__map" id="_recovery_rate_quote_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables" alt="" coords="47,6,103,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_recovery_rate_quote-members.html">List of all members.</a></p>
<table class="memberdecls">
<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="afaac90fe361d90e2708db714a797dac8"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::RecoveryRateQuote" ref="afaac90fe361d90e2708db714a797dac8" args="(Real value=Null< Real >(), Seniority seniority=NoSeniority)" -->
 </td><td class="memItemRight" valign="bottom"><b>RecoveryRateQuote</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#ab7f31cfaca49d25079e464ca462d691c">value</a>=Null< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), Seniority seniority=NoSeniority)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Quote interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab7f31cfaca49d25079e464ca462d691c"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::value" ref="ab7f31cfaca49d25079e464ca462d691c" args="() const " -->
<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_recovery_rate_quote.html#ab7f31cfaca49d25079e464ca462d691c">value</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the current value <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5b8c9356cc847f334f6eca69399f9dd9"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::seniority" ref="a5b8c9356cc847f334f6eca69399f9dd9" args="() const " -->
Seniority </td><td class="memItemRight" valign="bottom"><b>seniority</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aac1b70a2ed67ead038c4d3f5ac4d8a81"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::isValid" ref="aac1b70a2ed67ead038c4d3f5ac4d8a81" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#aac1b70a2ed67ead038c4d3f5ac4d8a81">isValid</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns true if the <a class="el" href="class_quant_lib_1_1_quote.html" title="purely virtual base class for market observables">Quote</a> holds a valid value <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Modifiers</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7c026a3ee76cc34dae9493945f020af6"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::setValue" ref="a7c026a3ee76cc34dae9493945f020af6" args="(Real value=Null< Real >())" -->
<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_recovery_rate_quote.html#a7c026a3ee76cc34dae9493945f020af6">setValue</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#ab7f31cfaca49d25079e464ca462d691c">value</a>=Null< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the difference between the new value and the old value <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad20897c5c8bd47f5d4005989bead0e55"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::reset" ref="ad20897c5c8bd47f5d4005989bead0e55" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
<tr><td colspan="2"><h2><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">static <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_recovery_rate_quote.html#a85334d693e480baeec58c5dea98231c2">conventionalRecovery</a> (Seniority sen)</td></tr>
<tr><td class="memTemplParams" colspan="2">template<Size N> </td></tr>
<tr><td class="memTemplItemLeft" align="right" valign="top">static const std::map<br class="typebreak"/>
< Seniority, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#aa145858dd72c1202e72fc09e779f9462">makeIsdaMap</a> (const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(&(arrayIsdaRR))[N])</td></tr>
<tr><td colspan="2"><h2><a name="friends"></a>
Friends</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad04d9ebe85dc59213d9d4db8b7a6896d"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::makeIsdaConvMap" ref="ad04d9ebe85dc59213d9d4db8b7a6896d" args="()" -->
std::map< Seniority, <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_recovery_rate_quote.html#ad04d9ebe85dc59213d9d4db8b7a6896d">makeIsdaConvMap</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Helper function for conventional recoveries. Returns the ISDA. <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Stores a recovery rate market quote and the associated seniority. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a85334d693e480baeec58c5dea98231c2"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::conventionalRecovery" ref="a85334d693e480baeec58c5dea98231c2" args="(Seniority sen)" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#a85334d693e480baeec58c5dea98231c2">conventionalRecovery</a> </td>
<td>(</td>
<td class="paramtype">Seniority </td>
<td class="paramname"><em>sen</em></td><td>)</td>
<td><code> [static]</code></td>
</tr>
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<p>Returns a map with the ISDA conventional (values by default) of the recovery rate per each ISDA seniority. </p>
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<a class="anchor" id="aa145858dd72c1202e72fc09e779f9462"></a><!-- doxytag: member="QuantLib::RecoveryRateQuote::makeIsdaMap" ref="aa145858dd72c1202e72fc09e779f9462" args="(const Real(&(arrayIsdaRR))[N])" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
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<td class="memname">const std::map< Seniority, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > <a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#aa145858dd72c1202e72fc09e779f9462">makeIsdaMap</a> </td>
<td>(</td>
<td class="paramtype">const  </td>
<td class="paramname"><em>Real</em>(&(arrayIsdaRR))[N]</td><td>)</td>
<td><code> [static]</code></td>
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<p>Turn a set of recoveries into a seniority-recovery map (intended to be used in an event construction) </p>
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