- QuantLib
- SurvivalProbability
Survival-Probability-curve traits. More...
#include <ql/termstructures/credit/probabilitytraits.hpp>
Public Types | |
|
typedef BootstrapHelper < DefaultProbabilityTermStructure > | helper |
Static Public Member Functions | |
| static Date | initialDate (const DefaultProbabilityTermStructure *c) |
| static Real | initialValue (const DefaultProbabilityTermStructure *) |
| template<class C > | |
| static Real | guess (Size i, const C *c, bool validData, Size) |
| template<class C > | |
| static Real | minValueAfter (Size i, const C *c, bool validData, Size) |
| template<class C > | |
| static Real | maxValueAfter (Size i, const C *c, bool validData, Size) |
| static void | updateGuess (std::vector< Real > &data, Probability p, Size i) |
| static Size | maxIterations () |
Survival-Probability-curve traits.