interpolatedsurvivalprobabilitycurve.hpp File Reference

interpolated survival-probability term structure (with the option to disable the check for negative hazard rates) More...

#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>

Classes
class	InterpolatedSurvivalProbabilityCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of survival probabilities. More...

Detailed Description

interpolated survival-probability term structure (with the option to disable the check for negative hazard rates)