HazardRate Struct Reference
Hazard-rate-curve traits. More...
#include <ql/termstructures/credit/probabilitytraits.hpp>
Public Types | |
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typedef BootstrapHelper < DefaultProbabilityTermStructure > | helper |
Static Public Member Functions | |
| static Date | initialDate (const DefaultProbabilityTermStructure *c) |
| static Real | initialValue (const DefaultProbabilityTermStructure *) |
| static bool | dummyInitialValue () |
| static Real | initialGuess () |
| static Real | guess (const DefaultProbabilityTermStructure *c, const Date &d) |
| static Real | minValueAfter (Size, const std::vector< Real > &) |
| static Real | maxValueAfter (Size, const std::vector< Real > &) |
| static void | updateGuess (std::vector< Real > &data, Real rate, Size i) |
| static Size | maxIterations () |