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piecewisedefaultcurve.hpp
Langue: en
Version: 375833 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/credit/piecewisedefaultcurve.hpp -piecewise-interpolated default-probability structure
SYNOPSIS
#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/termstructures/credit/probabilitytraits.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
Classes
class PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
Piecewise default-probability term structure.
Detailed Description
piecewise-interpolated default-probability structure
Author
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