QuantLib_DefaultDensity

Langue: en

Autres versions - même langue

Version: 379335 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::DefaultDensity -

Default-density-curve traits.

SYNOPSIS


#include <ql/termstructures/credit/probabilitytraits.hpp>

Public Types


typedef BootstrapHelper< DefaultProbabilityTermStructure > helper

Static Public Member Functions


static Date initialDate (const DefaultProbabilityTermStructure *c)

static Real initialValue (const DefaultProbabilityTermStructure *)

static bool dummyInitialValue ()

static Real initialGuess ()

static Real guess (const DefaultProbabilityTermStructure *c, const Date &d)

static Real minValueAfter (Size, const std::vector< Real > &)

static Real maxValueAfter (Size, const std::vector< Real > &)

static void updateGuess (std::vector< Real > &data, Real density, Size i)

static Size maxIterations ()

Detailed Description

Default-density-curve traits.

Author

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