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 | |
typedef BootstrapHelper < DefaultProbabilityTermStructure > | DefaultProbabilityHelper |
alias for default-probability bootstrap helpers | |
typedef RelativeDateBootstrapHelper < DefaultProbabilityTermStructure > | RelativeDateDefaultProbabilityHelper |
bootstrap helpers for default-probability term structures