ql/termstructures/credit/defaultprobabilityhelpers.hpp File Reference

bootstrap helpers for default-probability term structures More...

#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for defaultprobabilityhelpers.hpp:

Classes

class  CdsHelper
class  SpreadCdsHelper
 Spread-quoted CDS hazard rate bootstrap helper. More...
class  UpfrontCdsHelper
 Upfront-quoted CDS hazard rate bootstrap helper. More...

Typedefs

typedef BootstrapHelper
< DefaultProbabilityTermStructure > 
DefaultProbabilityHelper
 alias for default-probability bootstrap helpers
typedef
RelativeDateBootstrapHelper
< DefaultProbabilityTermStructure > 
RelativeDateDefaultProbabilityHelper

Detailed Description

bootstrap helpers for default-probability term structures