QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Survival-Probability-curve traits. More...
#include <probabilitytraits.hpp>
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struct | curve |
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typedef BootstrapHelper< DefaultProbabilityTermStructure > | helper |
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static Date | initialDate (const DefaultProbabilityTermStructure *c) |
static Real | initialValue (const DefaultProbabilityTermStructure *) |
template<class C > | |
static Real | guess (Size i, const C *c, bool validData, Size) |
template<class C > | |
static Real | minValueAfter (Size i, const C *c, bool validData, Size) |
template<class C > | |
static Real | maxValueAfter (Size i, const C *c, bool validData, Size) |
static void | updateGuess (std::vector< Real > &data, Probability p, Size i) |
static Size | maxIterations () |
Survival-Probability-curve traits.
Definition at line 44 of file probabilitytraits.hpp.
Definition at line 51 of file probabilitytraits.hpp.
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Definition at line 58 of file probabilitytraits.hpp.
Definition at line 64 of file probabilitytraits.hpp.
Definition at line 81 of file probabilitytraits.hpp.
Definition at line 93 of file probabilitytraits.hpp.
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Definition at line 103 of file probabilitytraits.hpp.
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Definition at line 109 of file probabilitytraits.hpp.