AdjustedDefaultCurve Class Reference

Inheritance diagram for AdjustedDefaultCurve:

Public Member Functions
	AdjustedDefaultCurve (const Handle< DefaultProbabilityTermStructure > &source, const Handle< Quote > &multiplier)
Date	maxDate () const override
const Date &	referenceDate () const override

Protected Member Functions
Real	survivalProbabilityImpl (Time t) const override
void	update () override

Protected Attributes
const Handle< DefaultProbabilityTermStructure >	source_
const Handle< Quote >	multiplier_