hazardratestructure.hpp

Langue: en

Autres versions - même langue

Version: 172198 (fedora - 06/07/09)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/termstructures/credit/hazardratestructure.hpp - hazard-rate term structure

SYNOPSIS


#include <ql/termstructures/defaulttermstructure.hpp>

Classes


class HazardRateStructure
hazard-rate adapter for default-probability term structures

Detailed Description

hazard-rate term structure

Author

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