multisectiondefaultcurve.hpp File Reference

default curve with an instantaneous hazard rate given by a vector of underlying curves in specific date ranges More...

#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>

Go to the source code of this file.

Classes
class	MultiSectionDefaultCurve
	multi section default ts More...

Namespaces
namespace	QuantExt

Detailed Description

default curve with an instantaneous hazard rate given by a vector of underlying curves in specific date ranges

Definition in file multisectiondefaultcurve.hpp.