interpolatedsurvivalprobabilitycurve.hpp

Langue: en

Version: 374736 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp -

interpolated survival-probability term structure

SYNOPSIS


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

Classes


class InterpolatedSurvivalProbabilityCurve< Interpolator >
DefaultProbabilityTermStructure based on interpolation of survival probabilities.

Detailed Description

interpolated survival-probability term structure

Author

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