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

Public Member Functions

 TermInterpolatedDefaultCurve (const Handle< DefaultProbabilityTermStructure > &c1, const Handle< DefaultProbabilityTermStructure > &c2, const Real alpha)
Date maxDate () const override
Time maxTime () const override
const Date & referenceDate () const override
Calendar calendar () const override
Natural settlementDays () const override
Probability survivalProbabilityImpl (Time t) const override