/// <summary>
/// Vector of expected loss as of time t, for equity tranche with horizon T and detachment adjustedDetachment.
/// Expressed as fraction of total index. adjustedDetachment is compensated for vector of realised losses.
/// </summary>
/// <param name="expectedLoss">Return the expected loss.</param>
/// <param name="expectedRecovery">Return the expected recovery.</param>
/// <param name="realizedLoss">Input realized loss.</param>
/// <param name="realizedRecovery">Input realized recovery.</param>
public override void ExpectedLossAndRecovery(Vector expectedLoss, Vector expectedRecovery, double t, double T, Vector adjustedDetachment, Vector realizedLoss, Vector realizedRecovery)
{
expectedRecovery.Clear();
EL.GetValue(expectedLoss, t, T, adjustedDetachment);
expectedLoss.MultiplyBy(VectorMath.Max(0.0, 1.0 - realizedLoss));
}
