defaulttermstructure (3) - Linux Manuals

defaulttermstructure: default-probability term structure

NAME

ql/termstructures/defaulttermstructure.hpp - default-probability term structure

SYNOPSIS

#include <ql/termstructure.hpp>

Classes

class DefaultProbabilityTermStructure
default probability term structure

Typedefs

typedef Real Probability
probability

Detailed Description

default-probability term structure

Author

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