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...
 

Namespaces

namespace  QuantLib
 

Variables

const Real avgHazardRate = 0.01
 
const Real maxHazardRate = 1.0
 

Detailed Description

default-probability bootstrap traits