bootstrap helpers for default-probability term structures More...
#include <ql/termstructures/defaulttermstructure.hpp>#include <ql/termstructures/bootstraphelper.hpp>#include <ql/time/schedule.hpp>
Classes | |
| class | CdsHelper |
| class | SpreadCdsHelper |
| Spread-quoted CDS hazard rate bootstrap helper. More... | |
| class | UpfrontCdsHelper |
| Upfront-quoted CDS hazard rate bootstrap helper. More... | |
Typedefs | |
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typedef BootstrapHelper < DefaultProbabilityTermStructure > | DefaultProbabilityHelper |
| alias for default-probability bootstrap helpers | |
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typedef RelativeDateBootstrapHelper < DefaultProbabilityTermStructure > | RelativeDateDefaultProbabilityHelper |
bootstrap helpers for default-probability term structures