defaulttermstructure.hpp

Langue: en

Autres versions - même langue

Version: 378032 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/defaulttermstructure.hpp -

default-probability term structure

SYNOPSIS


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

Classes


class DefaultProbabilityTermStructure
Default probability term structure.

Typedefs


typedef Real Probability
probability

Detailed Description

default-probability term structure

Author

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