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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_constant_recovery_model.html">ConstantRecoveryModel</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<p><code>#include <ql/experimental/credit/recoveryratemodel.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for ConstantRecoveryModel:</div>
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<area shape="rect" href="class_quant_lib_1_1_recovery_rate_model.html" title=" " alt="" coords="5,80,147,107"/>
<area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="32,5,120,32"/>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a7333ed7b0aa9754ceebcba7e0e965a7d"><td class="memItemLeft" align="right" valign="top"><a id="a7333ed7b0aa9754ceebcba7e0e965a7d"></a>
 </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 class="separator:a7333ed7b0aa9754ceebcba7e0e965a7d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af6b18d97031a6ee3ce612e4a403c3e4b"><td class="memItemLeft" align="right" valign="top"><a id="af6b18d97031a6ee3ce612e4a403c3e4b"></a>
 </td><td class="memItemRight" valign="bottom"><b>ConstantRecoveryModel</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recovery, <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> sen=NoSeniority)</td></tr>
<tr class="separator:af6b18d97031a6ee3ce612e4a403c3e4b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725"><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 class="separator:ac5c54df7ed3b930268c8d7752c101725"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adc5b75576b4cb3c5e1f03e1dd090b790"><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#adc5b75576b4cb3c5e1f03e1dd090b790">appliesToSeniority</a> (<a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a>) const</td></tr>
<tr class="separator:adc5b75576b4cb3c5e1f03e1dd090b790"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_recovery_rate_model"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_recovery_rate_model')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_recovery_rate_model.html">RecoveryRateModel</a></td></tr>
<tr class="memitem:a8a5a616f58c04555ef223ca756bf83a1 inherit pub_methods_class_quant_lib_1_1_recovery_rate_model"><td class="memItemLeft" align="right" valign="top">virtual <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_model.html#a8a5a616f58c04555ef223ca756bf83a1">recoveryValue</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &defaultDate, const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> &defaultKey=<a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a>()) const</td></tr>
<tr class="separator:a8a5a616f58c04555ef223ca756bf83a1 inherit pub_methods_class_quant_lib_1_1_recovery_rate_model"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr class="memitem:ab61019c2be50ca38adc6b22dc4b2f249"><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#ab61019c2be50ca38adc6b22dc4b2f249">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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Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_latent_model_8cpp-example.html#_a9">LatentModel.cpp</a>.</dd>
</dl>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="ac5c54df7ed3b930268c8d7752c101725"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ac5c54df7ed3b930268c8d7752c101725">◆ </a></span>update()</h2>
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<td class="memname">void update </td>
<td>(</td>
<td class="paramname"></td><td>)</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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</div>
<a id="adc5b75576b4cb3c5e1f03e1dd090b790"></a>
<h2 class="memtitle"><span class="permalink"><a href="#adc5b75576b4cb3c5e1f03e1dd090b790">◆ </a></span>appliesToSeniority()</h2>
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<td class="memname">bool appliesToSeniority </td>
<td>(</td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> </td>
<td class="paramname"></td><td>)</td>
<td> const</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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<h2 class="memtitle"><span class="permalink"><a href="#ab61019c2be50ca38adc6b22dc4b2f249">◆ </a></span>recoveryValueImpl()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> recoveryValueImpl </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="paramtype">const <a class="el" href="class_quant_lib_1_1_default_prob_key.html">DefaultProbKey</a> & </td>
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<td>)</td>
<td></td><td> const</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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