default probability bootstrap traits for QuantExt More...
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp>
#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>
#include <ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp>
Classes | |
struct | SurvivalProbability |
Survival probability curve traits. More... | |
struct | SurvivalProbability::curve< Interpolator > |
Variables | |
const QuantLib::Real | avgHazardRate = 0.01 |
const QuantLib::Real | maxHazardRate = 3.0 |
default probability bootstrap traits for QuantExt