/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2009 Jose Aparicio

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <https://www.quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

#include <ql/experimental/credit/recoveryratequote.hpp>

namespace QuantLib {

    const Real RecoveryRateQuote::IsdaConvRecoveries[] =  {

        0.65,// SECDOM

        0.4, // SNRFOR

        0.2, // SUBLT2

        0.2, // JRSUBUT2

        0.15 // PREFT1

    };

    std::map<Seniority, Real> makeIsdaConvMap() {

        return RecoveryRateQuote::makeIsdaMap(

            RecoveryRateQuote::IsdaConvRecoveries);

    }

    RecoveryRateQuote::RecoveryRateQuote(Real value,

                                         Seniority seniority)

        : seniority_(seniority), recoveryRate_(value) {

            QL_REQUIRE(value == Null<Real>() ||

                (value >= 0. && value <= 1.),

                "Recovery value must be a fractional unit.");

    }

Unexecuted instantiation: QuantLib::RecoveryRateQuote::RecoveryRateQuote(double, QuantLib::Seniority)

Unexecuted instantiation: QuantLib::RecoveryRateQuote::RecoveryRateQuote(double, QuantLib::Seniority)

    Real RecoveryRateQuote::setValue(Real value) {

        Real diff = value-recoveryRate_;

        if (diff != 0.0) {

            recoveryRate_ = value;

            notifyObservers();

        }

        return diff;

    }

    void RecoveryRateQuote::reset() {

        setValue(Null<Real>());

        seniority_ = NoSeniority;

    }

}