ql/termstructures/credit/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>
Include dependency graph for probabilitytraits.hpp:

Classes | |
| struct | SurvivalProbability |
| Survival-Probability-curve traits. More... | |
| struct | HazardRate |
| Hazard-rate-curve traits. More... | |
| struct | DefaultDensity |
| Default-density-curve traits. More... | |
Variables | |
| const Rate | avgHazardRate = 0.01 |
Detailed Description
default-probability bootstrap traits