#include <ql/experimental/credit/recoveryratemodel.hpp>
 Inheritance diagram for RecoveryRateModel:
 Inheritance diagram for RecoveryRateModel:| Public Member Functions | |
| virtual Real | recoveryValue (const Date &defaultDate, const DefaultProbKey &defaultKey=DefaultProbKey()) const | 
| virtual bool | appliesToSeniority (Seniority) const =0 | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
| Protected Member Functions | |
| virtual Real | recoveryValueImpl (const Date &, const DefaultProbKey &defaultKey) const =0 | 
Models of the recovery rate provide future values of a recovery rate in the event of a default.
| 
 | virtual | 
returns the expected recovery rate at a future time conditional on some default event type and seniority.
| 
 | pure virtual | 
Returns true if the model will return recovery rates for the requested seniority.
Implemented in ConstantRecoveryModel.
| 
 | protectedpure virtual | 
Returns Null<Real> if unable to produce a recovery for the requested seniority.
Implemented in ConstantRecoveryModel.