39 const Real arg = (x+1.0)*T/2.0;
45 remapper<F> remap(
const F&
f,
Time T) {
46 return remapper<F>(
f,
T);
54 const std::vector<Date>& jumpDates)
62 const std::vector<Date>& jumpDates)
70 const std::vector<Date>& jumpDates)
74 QL_FAIL(
"hazardRateImpl() must be implemented by a class derived from HazardRateStructure");
Default probability term structure.
Gauss-Chebyshev integration.
Shared handle to an observable.
Real hazardRateImpl(Time) const override
hazard rate calculation
HazardRateStructure(const DayCounter &dayCounter=DayCounter(), const std::vector< Handle< Quote > > &jumps={}, const std::vector< Date > &jumpDates={})
Probability survivalProbabilityImpl(Time) const override
#define QL_FAIL(message)
throw an error (possibly with file and line information)
Integral of a 1-dimensional function using the Gauss quadratures.
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer
Real Probability
probability
hazard-rate term structure