probabilitytraits (3) Linux Manual Page

ql/termstructures/credit/probabilitytraits.hpp – default-probability bootstrap traits

Synopsis

#include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp>

#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>

#include <ql/termstructures/bootstraphelper.hpp>

Classes

struct HazardRate
Hazard-rate-curve traits.
struct DefaultDensity
Default-density-curve traits.

Detailed Description

default-probability bootstrap traits

Author

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