survivalprobabilitystructure.hpp

Langue: en

Version: 383176 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/credit/survivalprobabilitystructure.hpp -

survival-probability term structure

SYNOPSIS


#include <ql/termstructures/defaulttermstructure.hpp>

Classes


class SurvivalProbabilityStructure
Hazard-rate term structure.

Detailed Description

survival-probability term structure

Author

Generated automatically by Doxygen for QuantLib from the source code.