default curve with SP(t) = exp(-int_0^t m * h(s) ds), with a multiplier m and source curve defining h(s) More...
#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>
Classes | |
class | AdjustedDefaultCurve |
default curve with SP(t) = exp(-int_0^t m * h(s) ds), with a multiplier m and source curve defining h(s)