QuantLib_DefaultDensity man page

DefaultDensity — Default-density-curve traits.

Synopsis

#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, Real density, Size i)

static Size maxIterations ()

Detailed Description

Default-density-curve traits.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

guess(3), initialDate(3), initialValue(3), maxIterations(3), maxValueAfter(3), minValueAfter(3) and updateGuess(3) are aliases of QuantLib_DefaultDensity(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib