interpolateddefaultdensitycurve.hpp File Reference

interpolated default-density term structure More...

#include <ql/termstructures/credit/defaultdensitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>

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Classes
class	InterpolatedDefaultDensityCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of default densities. More...

Namespaces
namespace	QuantLib

Detailed Description

interpolated default-density term structure

Definition in file interpolateddefaultdensitycurve.hpp.