interpolated survival-probability term structure More...
#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>
Classes | |
class | InterpolatedSurvivalProbabilityCurve< Interpolator > |
DefaultProbabilityTermStructure based on interpolation of survival probabilities. More... | |
Namespaces | |
QuantLib | |
interpolated survival-probability term structure