interpolateddefaultdensitycurve (3) - Linux Man Pages

interpolateddefaultdensitycurve: interpolated default-density term structure

NAME

ql/termstructures/credit/interpolateddefaultdensitycurve.hpp - interpolated default-density term structure

SYNOPSIS


#include <ql/termstructures/credit/defaultdensitystructure.hpp>
#include <ql/math/interpolation.hpp>
#include <boost/noncopyable.hpp>

Classes


class InterpolatedDefaultDensityCurve< Interpolator >
interpolated default-density curve

Detailed Description

interpolated default-density term structure

Author

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