QuantLib
: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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ql
experimental
credit
recoveryratemodel.cpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2009 Jose Aparicio
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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#include <ql/experimental/credit/recoveryratemodel.hpp>
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namespace
QuantLib
{
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ConstantRecoveryModel::ConstantRecoveryModel
(
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const
Handle<RecoveryRateQuote>
& quote)
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: quote_(quote) {
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registerWith
(quote);
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}
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ConstantRecoveryModel::ConstantRecoveryModel
(
Real
recovery,
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Seniority
sen)
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: quote_(
Handle
<
RecoveryRateQuote
>(ext::make_shared<
RecoveryRateQuote
>(
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recovery, sen))) {}
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}
QuantLib::ConstantRecoveryModel::ConstantRecoveryModel
ConstantRecoveryModel(const Handle< RecoveryRateQuote > "e)
Definition:
recoveryratemodel.cpp:24
QuantLib::Handle
Shared handle to an observable.
Definition:
handle.hpp:41
QuantLib::Observer::registerWith
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
Definition:
observable.hpp:228
QuantLib::RecoveryRateQuote
Stores a recovery rate market quote and the associated seniority.
Definition:
recoveryratequote.hpp:30
QuantLib::Real
QL_REAL Real
real number
Definition:
types.hpp:50
QuantLib
Definition:
any.hpp:35
QuantLib::Seniority
Seniority
Seniority of a bond.
Definition:
defaulttype.hpp:37
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