ql/termstructures/credit/probabilitytraits.hpp File Reference

default-probability bootstrap traits More...

Include dependency graph for probabilitytraits.hpp:

Classes

struct  SurvivalProbability
 Survival-Probability-curve traits. More...
struct  HazardRate
 Hazard-rate-curve traits. More...
struct  DefaultDensity
 Default-density-curve traits. More...

Variables

const Real avgHazardRate = 0.01
const Real maxHazardRate = 1.0

Detailed Description

default-probability bootstrap traits