piecewisedefaultcurve (3) - Linux Manuals

piecewisedefaultcurve: piecewise-interpolated default-probability structure

NAME

ql/termstructures/credit/piecewisedefaultcurve.hpp - piecewise-interpolated default-probability structure

SYNOPSIS

#include <ql/termstructures/iterativebootstrap.hpp>
#include <ql/termstructures/credit/probabilitytraits.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>

Classes

class PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
Piecewise default-probability term structure.

Detailed Description

piecewise-interpolated default-probability structure

Author

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