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

Classes | |
class | InterpolatedHazardRateCurve |
DefaultProbabilityTermStructure based on interpolation of hazard rates. More... |
Detailed Description
interpolated hazard-rate term structure