sourCEntral - mobile manpages

pdf

ql/termstructures/credit/piecewisedefaultcurve.hpp

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

Generated automatically by Doxygen for QuantLib from the source code.

pdf