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Reference manual - version qle_version
ImpliedDefaultTermStructure Class Reference
Inheritance diagram for ImpliedDefaultTermStructure:

Public Member Functions

 ImpliedDefaultTermStructure (const Handle< DefaultProbabilityTermStructure > &t, const Date &referenceDate)
DayCounter dayCounter () const
Calendar calendar () const
Natural settlementDays () const
Date maxDate () const
const std::vector< Date > & jumpDates () const
const std::vector< Time > & jumpTimes () const