Rechercher une page de manuel
interpolateddefaultdensitycurve.hpp
Langue: en
Version: 383867 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre