QuantLib: ql/termstructures/credit Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

credit Directory Reference

## Files
file | defaultdensitystructure.hpp
| default-density term structure
file | defaultprobabilityhelpers.hpp
| bootstrap helpers for default-probability term structures
file | flathazardrate.hpp
| flat hazard-rate term structure
file | hazardratestructure.hpp
| hazard-rate term structure
file | interpolateddefaultdensitycurve.hpp
| interpolated default-density term structure
file | interpolatedhazardratecurve.hpp
| interpolated hazard-rate term structure
file | interpolatedsurvivalprobabilitycurve.hpp
| interpolated survival-probability term structure
file | piecewisedefaultcurve.hpp
| piecewise-interpolated default-probability structure
file | probabilitytraits.hpp
| default-probability bootstrap traits
file | survivalprobabilitystructure.hpp
| survival-probability term structure