probabilitytraits (3) - Linux Manuals

probabilitytraits: default-probability bootstrap traits

NAME

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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