default-probability bootstrap traits More...
#include <ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp>#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>#include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp>#include <ql/termstructures/bootstraphelper.hpp>
Classes | |
| struct | SurvivalProbability |
| Survival-Probability-curve traits. More... | |
| struct | HazardRate |
| Hazard-rate-curve traits. More... | |
| struct | DefaultDensity |
| Default-density-curve traits. More... | |
Variables | |
| const Real | avgHazardRate = 0.01 |
| const Real | maxHazardRate = 1.0 |
default-probability bootstrap traits