defaultdensitystructure.hpp

Langue: en

Autres versions - même langue

Version: 152446 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/credit/defaultdensitystructure.hpp - default-density term structure

SYNOPSIS


#include <ql/termstructures/defaulttermstructure.hpp>

Classes


class DefaultDensityStructure
default-density adapter for default-probability term structures

Detailed Description

default-density term structure

Author

Generated automatically by Doxygen for QuantLib from the source code.