ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp File Reference

interpolated survival-probability term structure More...

#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>
Include dependency graph for interpolatedsurvivalprobabilitycurve.hpp:

Classes

class  InterpolatedSurvivalProbabilityCurve< Interpolator >
 DefaultProbabilityTermStructure based on interpolation of survival probabilities. More...

Detailed Description

interpolated survival-probability term structure