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