ConstantRecoveryModel Class Reference
#include <ql/experimental/credit/recoveryratemodel.hpp>
Inheritance diagram for ConstantRecoveryModel:

Public Member Functions | |
ConstantRecoveryModel (const Handle< RecoveryRateQuote > "e) | |
ConstantRecoveryModel (Real recovery, Seniority sen=NoSeniority) | |
void | update () |
bool | appliesToSeniority (Seniority) const |
Protected Member Functions | |
Real | recoveryValueImpl (const Date &, const DefaultProbKey &) const |
Detailed Description
Simple Recovery Rate model returning the constant value of the quote independently of the date and the seniority.Member Function Documentation
void update | ( | ) | [virtual] |
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.
Implements Observer.
bool appliesToSeniority | ( | Seniority | ) | const [virtual] |
Returns true if the model will return recovery rates for the requested seniority.
Implements RecoveryRateModel.
Real recoveryValueImpl | ( | const Date & | , | |
const DefaultProbKey & | ||||
) | const [protected, virtual] |
Notice the quote's value is returned without a check on a match of the seniorties of the quote and the request.
Implements RecoveryRateModel.