interpolateddefaultdensitycurve.hpp

Langue: en

Autres versions - même langue

Version: 383867 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/credit/interpolateddefaultdensitycurve.hpp -

interpolated default-density term structure

SYNOPSIS


#include <ql/termstructures/credit/defaultdensitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>

Classes


class InterpolatedDefaultDensityCurve< Interpolator >
DefaultProbabilityTermStructure based on interpolation of default densities.

Detailed Description

interpolated default-density term structure

Author

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