interpolatedhazardratecurve (3) - Linux Manuals

interpolatedhazardratecurve: interpolated hazard-rate term structure

NAME

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

Detailed Description

interpolated hazard-rate term structure

Author

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