QuantLib: a free/open-source library for quantitative finance
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Classes | Public Types | Static Public Member Functions | List of all members
DefaultDensity Struct Reference

Default-density-curve traits. More...

#include <ql/termstructures/credit/probabilitytraits.hpp>

+ Collaboration diagram for DefaultDensity:

Classes

struct  curve
 

Public Types

typedef BootstrapHelper< DefaultProbabilityTermStructurehelper
 

Static Public Member Functions

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, Real density, Size i)
 
static Size maxIterations ()
 

Detailed Description

Default-density-curve traits.

Definition at line 192 of file probabilitytraits.hpp.

Member Typedef Documentation

◆ helper

Definition at line 199 of file probabilitytraits.hpp.

Member Function Documentation

◆ initialDate()

static Date initialDate ( const DefaultProbabilityTermStructure c)
static

Definition at line 201 of file probabilitytraits.hpp.

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◆ initialValue()

static Real initialValue ( const DefaultProbabilityTermStructure )
static

Definition at line 205 of file probabilitytraits.hpp.

◆ guess()

static Real guess ( Size  i,
const C *  c,
bool  validData,
Size   
)
static

Definition at line 211 of file probabilitytraits.hpp.

◆ minValueAfter()

static Real minValueAfter ( Size  i,
const C *  c,
bool  validData,
Size   
)
static

Definition at line 229 of file probabilitytraits.hpp.

◆ maxValueAfter()

static Real maxValueAfter ( Size  i,
const C *  c,
bool  validData,
Size   
)
static

Definition at line 241 of file probabilitytraits.hpp.

◆ updateGuess()

static void updateGuess ( std::vector< Real > &  data,
Real  density,
Size  i 
)
static

Definition at line 256 of file probabilitytraits.hpp.

◆ maxIterations()

static Size maxIterations ( )
static

Definition at line 264 of file probabilitytraits.hpp.