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