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Simple Recovery Rate model returning the constant value of the quote independently of the date and the seniority.

Hierarchy

Implements

Index

Properties

_isDisposed

_isDisposed: boolean = false

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

Private _quote

deepUpdate

deepUpdate: () => void

Type declaration

    • (): void
    • Returns void

dispose

dispose: () => void

Type declaration

    • (): void
    • Returns void

isDisposed

isDisposed: boolean

notifyObservers

notifyObservers: () => void

Type declaration

    • (): void
    • Returns void

recoveryValue

recoveryValue: (defaultDate: Date, defaultKey?: DefaultProbKey) => Real

Type declaration

registerObserver

registerObserver: (o: Observer) => void

Type declaration

registerWith

registerWith: (h: Observable) => void

Type declaration

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

unregisterWithAll

unregisterWithAll: () => void

Type declaration

    • (): void
    • Returns void

Methods

appliesToSeniority

  • appliesToSeniority(sen: Seniority): boolean

crmInit1

crmInit2

  • Parameters

    • recovery: Real
    • Default value sen: Seniority = Seniority.NoSeniority

    Returns ConstantRecoveryModel

recoveryValueImpl

update

  • update(): void