Classes | |
struct | RefData |
Public Member Functions | |
CreditCurve (const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &curve, const QuantLib::Handle< QuantLib::YieldTermStructure > &rateCurve=QuantLib::Handle< QuantLib::YieldTermStructure >(), const QuantLib::Handle< QuantLib::Quote > &recovery=QuantLib::Handle< QuantLib::Quote >(), const RefData &refData=RefData()) | |
const RefData & | refData () const |
const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > & | curve () const |
const QuantLib::Handle< QuantLib::YieldTermStructure > & | rateCurve () const |
const QuantLib::Handle< QuantLib::Quote > & | recovery () const |
Protected Member Functions | |
void | update () override |
Protected Attributes | |
QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > | curve_ |
QuantLib::Handle< QuantLib::YieldTermStructure > | rateCurve_ |
QuantLib::Handle< QuantLib::Quote > | recovery_ |
RefData | refData_ |