ql/termstructures/credit/probabilitytraits.hpp File Reference

default-probability bootstrap traits More...

#include <ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp>
#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp>
#include <ql/termstructures/credit/interpolateddefaultdensitycurve.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Include dependency graph for probabilitytraits.hpp:


Classes

struct  SurvivalProbability
 Survival-Probability-curve traits. More...
struct  HazardRate
 Hazard-rate-curve traits. More...
struct  DefaultDensity
 Default-density-curve traits. More...

Variables

const Rate avgHazardRate = 0.01

Detailed Description

default-probability bootstrap traits