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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_recovery_rate_quote.html">RecoveryRateQuote</a></li> </ul>
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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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<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>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for RecoveryRateQuote:</div>
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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>
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 </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#a72887400b9a4d1ba185b887b84876cdc">value</a>=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >(), <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> seniority=NoSeniority)</td></tr>
<tr class="separator:afaac90fe361d90e2708db714a797dac8"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Quote interface</div></td></tr>
<tr class="memitem:a72887400b9a4d1ba185b887b84876cdc"><td class="memItemLeft" align="right" valign="top"><a id="a72887400b9a4d1ba185b887b84876cdc"></a>
<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#a72887400b9a4d1ba185b887b84876cdc">value</a> () const</td></tr>
<tr class="memdesc:a72887400b9a4d1ba185b887b84876cdc"><td class="mdescLeft"> </td><td class="mdescRight">returns the current value <br /></td></tr>
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<tr class="memitem:a11ca9114d863db241ccbcc6b296099a3"><td class="memItemLeft" align="right" valign="top"><a id="a11ca9114d863db241ccbcc6b296099a3"></a>
<a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> </td><td class="memItemRight" valign="bottom"><b>seniority</b> () const</td></tr>
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bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_recovery_rate_quote.html#a5bc2a781be2586924afce4e4a4ea6697">isValid</a> () const</td></tr>
<tr class="memdesc:a5bc2a781be2586924afce4e4a4ea6697"><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>
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<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>
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<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>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-static-methods"></a>
Static Public Member Functions</h2></td></tr>
<tr class="memitem:a85334d693e480baeec58c5dea98231c2"><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> (<a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> sen)</td></tr>
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Friends</h2></td></tr>
<tr class="memitem:ad04d9ebe85dc59213d9d4db8b7a6896d"><td class="memItemLeft" align="right" valign="top"><a id="ad04d9ebe85dc59213d9d4db8b7a6896d"></a>
std::map< <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a>, <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 class="memdesc:ad04d9ebe85dc59213d9d4db8b7a6896d"><td class="mdescLeft"> </td><td class="mdescRight">Helper function for conventional recoveries. Returns the ISDA. <br /></td></tr>
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Modifiers</h2></td></tr>
<tr class="memitem:a7256d753a9d837d4ee19e4c3e72a7d9c"><td class="memTemplParams" colspan="2">template<Size N> </td></tr>
<tr class="memitem:a7256d753a9d837d4ee19e4c3e72a7d9c"><td class="memTemplItemLeft" align="right" valign="top">static std::map< <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a>, <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#a7256d753a9d837d4ee19e4c3e72a7d9c">makeIsdaMap</a> (const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>(&(arrayIsdaRR))[N])</td></tr>
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<tr class="memitem:a7c026a3ee76cc34dae9493945f020af6"><td class="memItemLeft" align="right" valign="top"><a id="a7c026a3ee76cc34dae9493945f020af6"></a>
<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#a72887400b9a4d1ba185b887b84876cdc">value</a>=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> >())</td></tr>
<tr class="memdesc:a7c026a3ee76cc34dae9493945f020af6"><td class="mdescLeft"> </td><td class="mdescRight">returns the difference between the new value and the old value <br /></td></tr>
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<tr class="memitem:ad20897c5c8bd47f5d4005989bead0e55"><td class="memItemLeft" align="right" valign="top"><a id="ad20897c5c8bd47f5d4005989bead0e55"></a>
void </td><td class="memItemRight" valign="bottom"><b>reset</b> ()</td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Stores a recovery rate market quote and the associated seniority. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a85334d693e480baeec58c5dea98231c2"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a85334d693e480baeec58c5dea98231c2">◆ </a></span>conventionalRecovery()</h2>
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<td class="memname">static <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> conventionalRecovery </td>
<td>(</td>
<td class="paramtype"><a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a> </td>
<td class="paramname"><em>sen</em></td><td>)</td>
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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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<h2 class="memtitle"><span class="permalink"><a href="#a7256d753a9d837d4ee19e4c3e72a7d9c">◆ </a></span>makeIsdaMap()</h2>
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<td class="memname">std::map< <a class="el" href="namespace_quant_lib.html#a67b45b4a8252bded773b222c6f9428dc">Seniority</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > makeIsdaMap </td>
<td>(</td>
<td class="paramtype">const  </td>
<td class="paramname"><em>Real</em>(&(arrayIsdaRR))[N]</td><td>)</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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