defaulttermstructure.hpp File Reference

default-probability term structure More...

#include <ql/termstructure.hpp>
#include <ql/quote.hpp>
Include dependency graph for defaulttermstructure.hpp:

Classes

class  DefaultProbabilityTermStructure
 Default probability term structure. More...
 

Namespaces

namespace  QuantLib
 

Typedefs

typedef Real Probability
 probability
 

Detailed Description

default-probability term structure