interpolatedhazardratecurve.hpp File Reference

interpolated hazard-rate term structure More...

Include dependency graph for interpolatedhazardratecurve.hpp:

Classes

class  InterpolatedHazardRateCurve< Interpolator >
 DefaultProbabilityTermStructure based on interpolation of hazard rates. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

interpolated hazard-rate term structure