interpolated survival-probability term structure More...
#include <ql/termstructures/credit/survivalprobabilitystructure.hpp>#include <ql/termstructures/interpolatedcurve.hpp>#include <utility>
Classes | |
| class | InterpolatedSurvivalProbabilityCurve< Interpolator > |
| DefaultProbabilityTermStructure based on interpolation of survival probabilities. More... | |
interpolated survival-probability term structure