piecewisedefaultcurve.hpp File Reference

piecewise-interpolated default-probability structure More...

#include <ql/models/shortrate/onefactormodel.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/credit/probabilitytraits.hpp>
#include <ql/termstructures/iterativebootstrap.hpp>
#include <utility>

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Classes
class	PiecewiseDefaultCurve< Traits, Interpolator, Bootstrap >
	Piecewise default-probability term structure. More...

Namespaces
namespace	QuantLib

Detailed Description

piecewise-interpolated default-probability structure

Definition in file piecewisedefaultcurve.hpp.