QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Variables
interpolatedaffinehazardratecurve.hpp File Reference
#include <ql/stochasticprocess.hpp>
#include <ql/experimental/credit/onefactoraffinesurvival.hpp>
#include <ql/termstructures/credit/probabilitytraits.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <utility>

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Classes

class  InterpolatedAffineHazardRateCurve< Interpolator >
 
struct  AffineHazardRate
 
struct  AffineHazardRate::curve< Interpolator >
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Variables

const Real minHazardRateComp = -1.0