interpolatedhazardratecurve.hpp File Reference

interpolated hazard-rate term structure More...

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

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Classes
class	InterpolatedHazardRateCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of hazard rates. More...

Namespaces
namespace	QuantLib

Detailed Description

interpolated hazard-rate term structure

Definition in file interpolatedhazardratecurve.hpp.