ql/termstructures/credit/interpolatedhazardratecurve.hpp File Reference
interpolated hazard-rate term structure More...
#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/math/interpolation.hpp>
#include <boost/noncopyable.hpp>
Include dependency graph for interpolatedhazardratecurve.hpp:

Classes | |
class | InterpolatedHazardRateCurve |
interpolated hazard-rate curve More... |
Detailed Description
interpolated hazard-rate term structure