CreditCurve Class Reference

#include <qle/termstructures/creditcurve.hpp>

Inheritance diagram for CreditCurve:

Collaboration diagram for CreditCurve:

Classes
struct	RefData

Public Member Functions
	CreditCurve (const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &curve, const QuantLib::Handle< QuantLib::YieldTermStructure > &rateCurve=QuantLib::Handle< QuantLib::YieldTermStructure >(), const QuantLib::Handle< QuantLib::Quote > &recovery=QuantLib::Handle< QuantLib::Quote >(), const RefData &refData=RefData())
const RefData &	refData () const
const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &	curve () const
const QuantLib::Handle< QuantLib::YieldTermStructure > &	rateCurve () const
const QuantLib::Handle< QuantLib::Quote > &	recovery () const

Protected Member Functions
void	update () override

Protected Attributes
QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure >	curve_
QuantLib::Handle< QuantLib::YieldTermStructure >	rateCurve_
QuantLib::Handle< QuantLib::Quote >	recovery_
RefData	refData_

Detailed Description

Definition at line 33 of file creditcurve.hpp.

Constructor & Destructor Documentation

CreditCurve()

CreditCurve ( const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &  curve, const QuantLib::Handle< QuantLib::YieldTermStructure > &  rateCurve = QuantLib::Handle<QuantLib::YieldTermStructure>(), const QuantLib::Handle< QuantLib::Quote > &  recovery = QuantLib::Handle<QuantLib::Quote>(), const RefData &  refData = RefData()  )

explicit

Definition at line 24 of file creditcurve.cpp.

    : curve_(curve), rateCurve_(rateCurve), recovery_(recovery), refData_(refData) {
    registerWith(curve_);
    registerWith(rateCurve_);
    registerWith(recovery_);
}

Member Function Documentation

refData()

const CreditCurve::RefData & refData

(

)

const

Definition at line 37 of file creditcurve.cpp.

{ return refData_; }

curve()

const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > & curve

(

)

const

Definition at line 34 of file creditcurve.cpp.

{ return curve_; }

rateCurve()

const QuantLib::Handle< QuantLib::YieldTermStructure > & rateCurve

(

)

const

Definition at line 35 of file creditcurve.cpp.

{ return rateCurve_; }

recovery()

const QuantLib::Handle< QuantLib::Quote > & recovery

(

)

const

Definition at line 36 of file creditcurve.cpp.

{ return recovery_; }

update()

void update ( )

overrideprotected

Definition at line 33 of file creditcurve.cpp.

{ notifyObservers(); }

Member Data Documentation

curve_

QuantLib::Handle<QuantLib::DefaultProbabilityTermStructure> curve_

protected

Definition at line 64 of file creditcurve.hpp.

rateCurve_

QuantLib::Handle<QuantLib::YieldTermStructure> rateCurve_

protected

Definition at line 65 of file creditcurve.hpp.

recovery_

QuantLib::Handle<QuantLib::Quote> recovery_

protected

Definition at line 66 of file creditcurve.hpp.

refData_

RefData refData_

protected

Definition at line 67 of file creditcurve.hpp.