ql/termstructures/credit/defaultprobabilityhelpers.hpp File Reference

bootstrap helpers for default-probability term structures More...

#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/time/dategenerationrule.hpp>

Include dependency graph for defaultprobabilityhelpers.hpp:


Classes

class  CdsHelper
 Default-probability bootstrap helper based on quoted CDS spreads. More...

Typedefs

typedef BootstrapHelper
< DefaultProbabilityTermStructure > 
DefaultProbabilityHelper
 alias for default-probability bootstrap helpers

Detailed Description

bootstrap helpers for default-probability term structures