- QuantLib
- ConstantRecoveryModel
 
#include <ql/experimental/credit/recoveryratemodel.hpp>

| 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 | 
Simple Recovery Rate model returning the constant value of the quote independently of the date and the seniority.
| 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.