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... | |
interpolated hazard-rate term structure