SurvivalProbability Struct Reference

Survival-Probability-curve traits. More...

#include <probabilitytraits.hpp>

Collaboration diagram for SurvivalProbability:

Classes
struct	curve

Public Types
typedef BootstrapHelper< DefaultProbabilityTermStructure >	helper

Static Public Member Functions
static Date	initialDate (const DefaultProbabilityTermStructure *c)
static Real	initialValue (const DefaultProbabilityTermStructure *)
template<class C >
static Real	guess (Size i, const C *c, bool validData, Size)
template<class C >
static Real	minValueAfter (Size i, const C *c, bool validData, Size)
template<class C >
static Real	maxValueAfter (Size i, const C *c, bool validData, Size)
static void	updateGuess (std::vector< Real > &data, Probability p, Size i)
static Size	maxIterations ()

Detailed Description

Survival-Probability-curve traits.

Definition at line 44 of file probabilitytraits.hpp.

Member Typedef Documentation

helper

typedef BootstrapHelper<DefaultProbabilityTermStructure> helper

Definition at line 51 of file probabilitytraits.hpp.

Member Function Documentation

initialDate()

static Date initialDate ( const DefaultProbabilityTermStructure *  c )

static

Definition at line 54 of file probabilitytraits.hpp.

Here is the call graph for this function:

initialValue()

static Real initialValue ( const DefaultProbabilityTermStructure *  )

static

Definition at line 58 of file probabilitytraits.hpp.

guess()

static Real guess ( Size  i, const C *  c, bool  validData, Size    )

static

Definition at line 64 of file probabilitytraits.hpp.

minValueAfter()

static Real minValueAfter ( Size  i, const C *  c, bool  validData, Size    )

static

Definition at line 81 of file probabilitytraits.hpp.

maxValueAfter()

static Real maxValueAfter ( Size  i, const C *  c, bool  validData, Size    )

static

Definition at line 93 of file probabilitytraits.hpp.

updateGuess()

static void updateGuess ( std::vector< Real > &  data, Probability  p, Size  i  )

static

Definition at line 103 of file probabilitytraits.hpp.

maxIterations()

static Size maxIterations ( )

static

Definition at line 109 of file probabilitytraits.hpp.