ql/termstructures/credit/interpolateddefaultdensitycurve.hpp File Reference

interpolated default-density term structure More...

#include <ql/termstructures/credit/defaultdensitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>

Include dependency graph for interpolateddefaultdensitycurve.hpp:


Classes

class  InterpolatedDefaultDensityCurve
 DefaultProbabilityTermStructure based on interpolation of default densities. More...

Detailed Description

interpolated default-density term structure