QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Root Class Reference

Utility for the numerical time solver. More...

#include <ql/experimental/credit/randomdefaultlatentmodel.hpp>

Public Member Functions

 Root (const Handle< DefaultProbabilityTermStructure > &dts, Real pd)
Real operator() (Real t) const

Detailed Description

Utility for the numerical time solver.