interpolated default-density term structure More...
#include <ql/termstructures/credit/defaultdensitystructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>
Classes | |
class | InterpolatedDefaultDensityCurve< Interpolator > |
DefaultProbabilityTermStructure based on interpolation of default densities. More... |
interpolated default-density term structure