Survival probability curve traits.
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#include <qle/termstructures/probabilitytraits.hpp>
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typedef QuantLib::BootstrapHelper< QuantLib::DefaultProbabilityTermStructure > | helper |
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static QuantLib::Date | initialDate (const QuantLib::DefaultProbabilityTermStructure *c) |
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static QuantLib::Real | initialValue (const QuantLib::DefaultProbabilityTermStructure *) |
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template<class C > |
static QuantLib::Real | guess (QuantLib::Size i, const C *c, bool validData, QuantLib::Size) |
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template<class C > |
static QuantLib::Real | minValueAfter (QuantLib::Size i, const C *c, bool validData, QuantLib::Size) |
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template<class C > |
static QuantLib::Real | maxValueAfter (QuantLib::Size i, const C *c, bool validData, QuantLib::Size) |
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static void | updateGuess (std::vector< QuantLib::Real > &data, QuantLib::Probability p, QuantLib::Size i) |
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static QuantLib::Size | maxIterations () |
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Survival probability curve traits.