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interpolateddefaultdensitycurve.hpp
Langue: en
Version: 172388 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/credit/interpolateddefaultdensitycurve.hpp - interpolated default-density term structureSYNOPSIS
#include <ql/termstructures/credit/defaultdensitystructure.hpp>
#include <ql/math/interpolation.hpp>
#include <boost/noncopyable.hpp>
Classes
class InterpolatedDefaultDensityCurve< Interpolator >
interpolated default-density curve
Detailed Description
interpolated default-density term structure
Author
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