QuantLib_DefaultDensity (3) - Linux Manuals

QuantLib_DefaultDensity: Default-density-curve traits.

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 > &data)

static void updateGuess (std::vector< Real > &data, Real density, Size i)

static Size maxIterations ()

Detailed Description

Default-density-curve traits.

Author

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