survivalprobabilitycurve.hpp File Reference

interpolated survival probability term structure More...

#include <boost/make_shared.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>

Go to the source code of this file.

Classes
class	SurvivalProbabilityCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of survival probability quotes. More...

Namespaces
namespace	QuantExt

Detailed Description

interpolated survival probability term structure

Definition in file survivalprobabilitycurve.hpp.