probabilitytraits.hpp

Langue: en

Autres versions - même langue

Version: 159151 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/credit/probabilitytraits.hpp - default-probability bootstrap traits

SYNOPSIS


#include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp>
#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Classes


struct HazardRate
Hazard-rate-curve traits.
struct DefaultDensity
Default-density-curve traits.

Detailed Description

default-probability bootstrap traits

Author

Generated automatically by Doxygen for QuantLib from the source code.