recoveryratequote.hpp File Reference

#include <ql/quote.hpp>
#include <ql/experimental/credit/defaulttype.hpp>
#include <map>

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Classes
class	RecoveryRateQuote
	Stores a recovery rate market quote and the associated seniority. More...

Namespaces
namespace	QuantLib

Functions
std::map< Seniority, Real >	makeIsdaConvMap ()
	Helper function for conventional recoveries. Returns the ISDA. More...