multisectiondefaultcurve.hpp File Reference

default curve with an instantaneous hazard rate given by a vector of underlying curves in specific date ranges More...

#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/defaulttermstructure.hpp>

Classes
class	MultiSectionDefaultCurve
	multi section default ts More...

Detailed Description

default curve with an instantaneous hazard rate given by a vector of underlying curves in specific date ranges