- QuantLib
- RecoveryRateQuote
 
Stores a recovery rate market quote and the associated seniority. More...
#include <ql/experimental/credit/recoveryratequote.hpp>

| Public Member Functions | |
| RecoveryRateQuote (Real value=Null< Real >(), Seniority seniority=NoSeniority) | |
| Quote interface | |
| Real | value () const | 
| returns the current value | |
| Seniority | seniority () const | 
| bool | isValid () const | 
| returns true if the Quote holds a valid value | |
| Modifiers | |
| Real | setValue (Real value=Null< Real >()) | 
| returns the difference between the new value and the old value | |
| void | reset () | 
| Static Public Member Functions | |
| static Real | conventionalRecovery (Seniority sen) | 
| template<Size N> | |
| static const std::map < Seniority, Real > | makeIsdaMap (const Real(&(arrayIsdaRR))[N]) | 
| Friends | |
| std::map< Seniority, Real > | makeIsdaConvMap () | 
| Helper function for conventional recoveries. Returns the ISDA. | |
Stores a recovery rate market quote and the associated seniority.
| static Real conventionalRecovery | ( | Seniority | sen | ) |  [static] | 
Returns a map with the ISDA conventional (values by default) of the recovery rate per each ISDA seniority.
| const std::map< Seniority, Real > makeIsdaMap | ( | const | Real(&(arrayIsdaRR))[N] | ) |  [static] | 
Turn a set of recoveries into a seniority-recovery map (intended to be used in an event construction)