defaultprobabilityhelpers.hpp File Reference

bootstrap helpers for default-probability term structures More...

#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/time/schedule.hpp>
#include <ql/instruments/creditdefaultswap.hpp>

Go to the source code of this file.

Classes
class	CdsHelper
	Base class for CDS helpers. More...
class	SpreadCdsHelper
	Spread-quoted CDS hazard rate bootstrap helper. More...
class	UpfrontCdsHelper
	Upfront-quoted CDS hazard rate bootstrap helper. More...

Namespaces
namespace	QuantLib

Typedefs
typedef BootstrapHelper< DefaultProbabilityTermStructure >	DefaultProbabilityHelper
	alias for default-probability bootstrap helpers More...
typedef RelativeDateBootstrapHelper< DefaultProbabilityTermStructure >	RelativeDateDefaultProbabilityHelper

Detailed Description

bootstrap helpers for default-probability term structures

Definition in file defaultprobabilityhelpers.hpp.