24#ifndef quantlib_survival_probability_structure_hpp
25#define quantlib_survival_probability_structure_hpp
Default probability term structure.
const std::vector< Date > & jumpDates() const
Shared handle to an observable.
Hazard-rate term structure.
Real defaultDensityImpl(Time) const override
instantaneous default density at a given time
virtual Natural settlementDays() const
the settlementDays used for reference date calculation
virtual const Date & referenceDate() const
the date at which discount = 1.0 and/or variance = 0.0
virtual DayCounter dayCounter() const
the day counter used for date/time conversion
default-probability term structure
Real Time
continuous quantity with 1-year units
unsigned QL_INTEGER Natural
positive integer