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Sourcecode: quantlib version File versions  Download package

template<Size N>
const std::map< Seniority, Real > QuantLib::RecoveryRateQuote::makeIsdaMap ( const   Real(&(arrayIsdaRR))[N]  )  [inline, static]

Turn a set of recoveries into a seniority-recovery map (intended to be used in an event construction)

Definition at line 95 of file recoveryratequote.hpp.

Referenced by QuantLib::makeIsdaConvMap().

        // TO DO: include check on sizes... not to go beyond enum sizes.
        // TO DO: check Reals are valid, i.e. non Null and within [0-1] range
        std::map<Seniority, Real> isdaMap;
        for(Size i=0; i<N; i++) {
            Seniority isdaType = Seniority(i);//compiler dependent?
            isdaMap[isdaType] = arrayIsdaRR[i];
        return isdaMap;

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