HazardRate Struct Reference

Hazard-rate-curve traits. More...

#include <probabilitytraits.hpp>

Collaboration diagram for HazardRate:

Classes
struct	curve

Public Types
typedef BootstrapHelper< DefaultProbabilityTermStructure >	helper

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 rate, Size i)
static Size	maxIterations ()

Detailed Description

Hazard-rate-curve traits.

Definition at line 115 of file probabilitytraits.hpp.

Member Typedef Documentation

helper

typedef BootstrapHelper<DefaultProbabilityTermStructure> helper

Definition at line 122 of file probabilitytraits.hpp.

Member Function Documentation

initialDate()

static Date initialDate ( const DefaultProbabilityTermStructure *  c )

static

Definition at line 125 of file probabilitytraits.hpp.

Here is the call graph for this function:

initialValue()

static Real initialValue ( const DefaultProbabilityTermStructure *  )

static

Definition at line 129 of file probabilitytraits.hpp.

guess()

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

static

Definition at line 135 of file probabilitytraits.hpp.

minValueAfter()

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

static

Definition at line 153 of file probabilitytraits.hpp.

maxValueAfter()

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

static

Definition at line 165 of file probabilitytraits.hpp.

updateGuess()

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

static

Definition at line 179 of file probabilitytraits.hpp.

maxIterations()

static Size maxIterations ( )

static

Definition at line 187 of file probabilitytraits.hpp.