interpolated hazard-rate term structure More...
#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>
Classes | |
class | InterpolatedHazardRateCurve< Interpolator > |
DefaultProbabilityTermStructure based on interpolation of hazard rates. More... | |
Namespaces | |
namespace | QuantLib |
interpolated hazard-rate term structure