interpolatedhazardratecurve.hpp

Langue: en

Autres versions - même langue

Version: 164045 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/credit/interpolatedhazardratecurve.hpp - interpolated hazard-rate term structure

SYNOPSIS


#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/math/interpolation.hpp>
#include <boost/noncopyable.hpp>

Classes


class InterpolatedHazardRateCurve< Interpolator >
interpolated hazard-rate curve

Detailed Description

interpolated hazard-rate term structure

Author

Generated automatically by Doxygen for QuantLib from the source code.