ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp File Reference
interpolated survival-probability term structure More...
#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>
Include dependency graph for interpolatedsurvivalprobabilitycurve.hpp:

Classes | |
class | InterpolatedSurvivalProbabilityCurve |
DefaultProbabilityTermStructure based on interpolation of survival probabilities. More... |
Detailed Description
interpolated survival-probability term structure