ql/termstructures/defaulttermstructure.hpp File Reference

default-probability term structure More...

#include <ql/termstructure.hpp>
#include <ql/quote.hpp>

Include dependency graph for defaulttermstructure.hpp:


Classes

class  DefaultProbabilityTermStructure
 Default probability term structure. More...

Typedefs

typedef Real Probability
 probability

Detailed Description

default-probability term structure