QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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AffineHazardRate Member List

This is the complete list of members for AffineHazardRate, including all inherited members.

guess(Size i, const C *c, bool validData, Size)AffineHazardRatestatic
helper typedefAffineHazardRate
initialDate(const DefaultProbabilityTermStructure *c)AffineHazardRatestatic
initialValue(const DefaultProbabilityTermStructure *)AffineHazardRatestatic
maxIterations()AffineHazardRatestatic
maxValueAfter(Size i, const C *c, bool validData, Size)AffineHazardRatestatic
minValueAfter(Size i, const C *c, bool validData, Size)AffineHazardRatestatic
updateGuess(std::vector< Real > &data, Real rate, Size i)AffineHazardRatestatic