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Reference manual - version qle_version
Public Member Functions | List of all members
ImpliedDefaultTermStructure Class Reference
+ Inheritance diagram for ImpliedDefaultTermStructure:

Public Member Functions

 ImpliedDefaultTermStructure (const Handle< DefaultProbabilityTermStructure > &t, const Date &referenceDate)
 
DayCounter dayCounter () const
 
Calendar calendar () const
 
Natural settlementDays () const
 
Date maxDate () const
 
const std::vector< Date > & jumpDates () const
 
const std::vector< Time > & jumpTimes () const