DefaultDensity Struct Reference

Default-density-curve traits. More...

#include <ql/termstructures/credit/probabilitytraits.hpp>

List of all members.

Public Types

typedef BootstrapHelper
< DefaultProbabilityTermStructure
helper

Static Public Member Functions

static Date initialDate (const DefaultProbabilityTermStructure *c)
static Real initialValue (const DefaultProbabilityTermStructure *)
static bool dummyInitialValue ()
static Real initialGuess ()
static Real guess (const DefaultProbabilityTermStructure *c, const Date &d)
static Real minValueAfter (Size, const std::vector< Real > &)
static Real maxValueAfter (Size, const std::vector< Real > &data)
static void updateGuess (std::vector< Real > &data, Real density, Size i)
static Size maxIterations ()


Detailed Description

Default-density-curve traits.