QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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interpolated hazard-rate term structure More...
#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>
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Classes | |
class | InterpolatedHazardRateCurve< Interpolator > |
DefaultProbabilityTermStructure based on interpolation of hazard rates. More... | |
Namespaces | |
namespace | QuantLib |
interpolated hazard-rate term structure
Definition in file interpolatedhazardratecurve.hpp.