Reference manual - version qle_version
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AdjustedDefaultCurve
Public Member Functions
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Protected Member Functions
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Protected Attributes
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List of all members
AdjustedDefaultCurve Class Reference
Inheritance diagram for AdjustedDefaultCurve:
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Public Member Functions
AdjustedDefaultCurve
(const Handle< DefaultProbabilityTermStructure > &source, const Handle< Quote > &multiplier)
Date
maxDate
() const override
const Date &
referenceDate
() const override
Protected Member Functions
Real
survivalProbabilityImpl
(Time t) const override
void
update
() override
Protected Attributes
const Handle< DefaultProbabilityTermStructure >
source_
const Handle< Quote >
multiplier_
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