QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces | Variables
probabilitytraits.hpp File Reference

default-probability bootstrap traits More...

#include <ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp>
#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>
#include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Go to the source code of this file.

Classes

struct  SurvivalProbability
 Survival-Probability-curve traits. More...
 
struct  SurvivalProbability::curve< Interpolator >
 
struct  HazardRate
 Hazard-rate-curve traits. More...
 
struct  HazardRate::curve< Interpolator >
 
struct  DefaultDensity
 Default-density-curve traits. More...
 
struct  DefaultDensity::curve< Interpolator >
 

Namespaces

namespace  QuantLib
 
namespace  QuantLib::detail
 

Variables

const Real avgHazardRate = 0.01
 
const Real maxHazardRate = 1.0
 

Detailed Description

default-probability bootstrap traits

Definition in file probabilitytraits.hpp.