probabilitytraits.hpp File Reference

default-probability bootstrap traits More...

#include <ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp>
#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>
#include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Go to the source code of this file.

Classes
struct	SurvivalProbability
	Survival-Probability-curve traits. More...
struct	SurvivalProbability::curve< Interpolator >
struct	HazardRate
	Hazard-rate-curve traits. More...
struct	HazardRate::curve< Interpolator >
struct	DefaultDensity
	Default-density-curve traits. More...
struct	DefaultDensity::curve< Interpolator >

Namespaces
namespace	QuantLib
namespace	QuantLib::detail

Variables
const Real	avgHazardRate = 0.01
const Real	maxHazardRate = 1.0

Detailed Description

default-probability bootstrap traits

Definition in file probabilitytraits.hpp.