interpolatedaffinehazardratecurve.hpp File Reference

#include <ql/stochasticprocess.hpp>
#include <ql/experimental/credit/onefactoraffinesurvival.hpp>
#include <ql/termstructures/credit/probabilitytraits.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	InterpolatedAffineHazardRateCurve< Interpolator >
struct	AffineHazardRate
struct	AffineHazardRate::curve< Interpolator >

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Variables
const Real	minHazardRateComp = -1.0