spreadedsurvivalprobabilitytermstructure.hpp File Reference

spreaded default term structure More...

#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>

Classes
class	SpreadedSurvivalProbabilityTermStructure
	Spreaded Default Term Structure, the spread is given in terms of loglinearly interpolated survival probabilities. More...

Detailed Description

spreaded default term structure