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defaulttermstructure.hpp
Langue: en
Version: 378032 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/defaulttermstructure.hpp -default-probability term structure
SYNOPSIS
#include <ql/termstructure.hpp>
#include <ql/quote.hpp>
Classes
class DefaultProbabilityTermStructure
Default probability term structure.
Typedefs
typedef Real Probability
probability
Detailed Description
default-probability term structure
Author
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