CreditCurve Class Reference

Inheritance diagram for CreditCurve:

Classes
struct	RefData

Public Member Functions
	CreditCurve (const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &curve, const QuantLib::Handle< QuantLib::YieldTermStructure > &rateCurve=QuantLib::Handle< QuantLib::YieldTermStructure >(), const QuantLib::Handle< QuantLib::Quote > &recovery=QuantLib::Handle< QuantLib::Quote >(), const RefData &refData=RefData())
const RefData &	refData () const
const QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure > &	curve () const
const QuantLib::Handle< QuantLib::YieldTermStructure > &	rateCurve () const
const QuantLib::Handle< QuantLib::Quote > &	recovery () const

Protected Member Functions
void	update () override

Protected Attributes
QuantLib::Handle< QuantLib::DefaultProbabilityTermStructure >	curve_
QuantLib::Handle< QuantLib::YieldTermStructure >	rateCurve_
QuantLib::Handle< QuantLib::Quote >	recovery_
RefData	refData_