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QuantLib_ConstantRecoveryModel
Langue: en
Version: 383881 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
- NAME
- SYNOPSIS
- Detailed Description
- Member Function Documentation
- 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.
- Real recoveryValueImpl (const Date &, const DefaultProbKey &) const [protected]Notice the quote's value is returned without a check on a match of the seniorties of the quote and the request.
- Author
NAME
QuantLib::ConstantRecoveryModel -SYNOPSIS
#include <ql/experimental/credit/recoveryratemodel.hpp>
Inherits QuantLib::RecoveryRateModel, and QuantLib::Observer.
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
Detailed Description
Simple Recovery Rate model returning the constant value of the quote independently of the date and the seniority.
Member Function Documentation
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.
Real recoveryValueImpl (const Date &, const DefaultProbKey &) const [protected]Notice the quote's value is returned without a check on a match of the seniorties of the quote and the request.
Author
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