QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <recoveryratemodel.hpp>
Public Member Functions | |
ConstantRecoveryModel (const Handle< RecoveryRateQuote > "e) | |
ConstantRecoveryModel (Real recovery, Seniority sen=NoSeniority) | |
void | update () override |
bool | appliesToSeniority (Seniority) const override |
Public Member Functions inherited from RecoveryRateModel | |
virtual Real | recoveryValue (const Date &defaultDate, const DefaultProbKey &defaultKey=DefaultProbKey()) const |
virtual bool | appliesToSeniority (Seniority) const =0 |
~RecoveryRateModel () override=default | |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Public Member Functions inherited from Observer | |
Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~Observer () |
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | update ()=0 |
virtual void | deepUpdate () |
Protected Member Functions | |
Real | recoveryValueImpl (const Date &, const DefaultProbKey &) const override |
virtual Real | recoveryValueImpl (const Date &, const DefaultProbKey &defaultKey) const =0 |
Private Attributes | |
Handle< RecoveryRateQuote > | quote_ |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Simple Recovery Rate model returning the constant value of the quote independently of the date and the seniority.
Definition at line 62 of file recoveryratemodel.hpp.
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explicit |
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explicit |
Definition at line 30 of file recoveryratemodel.cpp.
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overridevirtual |
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.
Definition at line 68 of file recoveryratemodel.hpp.
Returns true if the model will return recovery rates for the requested seniority.
Implements RecoveryRateModel.
Definition at line 69 of file recoveryratemodel.hpp.
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overrideprotectedvirtual |
Notice the quote's value is returned without a check on a match of the seniorties of the quote and the request.
Implements RecoveryRateModel.
Definition at line 76 of file recoveryratemodel.hpp.
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private |
Definition at line 82 of file recoveryratemodel.hpp.