InterpolatedHazardRateCurve (3) Linux Manual Page
ql/termstructures/credit/interpolatedhazardratecurve.hpp – interpolated hazard-rate term structure
Synopsis
#include <ql/termstructures/credit/hazardratestructure.hpp>#include <ql/math/interpolation.hpp>
#include <boost/noncopyable.hpp>
Classes
class InterpolatedHazardRateCurve< Interpolator >interpolated hazard-rate curve
