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QuantLib_SurvivalProbability
Langue: en
Version: 377674 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::SurvivalProbability -Survival-Probability-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 i, const std::vector< Real > &data)
static void updateGuess (std::vector< Real > &data, Probability p, Size i)
static Size maxIterations ()
Detailed Description
Survival-Probability-curve traits.
Author
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