Default-probability term structures

Classes
class	FactorSpreadedHazardRateCurve
	Default-probability structure with a multiplicative spread on hazard rates. More...
class	InterpolatedAffineHazardRateCurve< Interpolator >
class	SpreadedHazardRateCurve
	Default-probability structure with an additive spread on hazard rates. More...
class	DefaultDensityStructure
	Default-density term structure. More...
class	FlatHazardRate
	Flat hazard-rate curve. More...
class	HazardRateStructure
	Hazard-rate term structure. More...
class	InterpolatedDefaultDensityCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of default densities. More...
class	InterpolatedHazardRateCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of hazard rates. More...
class	InterpolatedSurvivalProbabilityCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of survival probabilities. More...
class	SurvivalProbabilityStructure
	Hazard-rate term structure. More...
class	DefaultProbabilityTermStructure
	Default probability term structure. More...

Detailed Description