DefaultDensity Struct Reference
Default-density-curve traits. More...
#include <ql/termstructures/credit/probabilitytraits.hpp>
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 > &) |
static void | updateGuess (std::vector< Real > &data, Real density, Size i) |
static Size | maxIterations () |