TermInterpolatedDefaultCurve Class Reference

Inheritance diagram for TermInterpolatedDefaultCurve:

Public Member Functions
	TermInterpolatedDefaultCurve (const Handle< DefaultProbabilityTermStructure > &c1, const Handle< DefaultProbabilityTermStructure > &c2, const Real alpha)
Date	maxDate () const override
Time	maxTime () const override
const Date &	referenceDate () const override
Calendar	calendar () const override
Natural	settlementDays () const override
Probability	survivalProbabilityImpl (Time t) const override