Rechercher une page de manuel
QuantLib_DefaultDensity
Langue: en
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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre