SurvivalProbability Struct Reference

Survival probability curve traits. More...

#include <qle/termstructures/probabilitytraits.hpp>

Classes
struct	curve

Public Types
typedef QuantLib::BootstrapHelper< QuantLib::DefaultProbabilityTermStructure >	helper

Static Public Member Functions
static QuantLib::Date	initialDate (const QuantLib::DefaultProbabilityTermStructure *c)
static QuantLib::Real	initialValue (const QuantLib::DefaultProbabilityTermStructure *)
template<class C>
static QuantLib::Real	guess (QuantLib::Size i, const C *c, bool validData, QuantLib::Size)
template<class C>
static QuantLib::Real	minValueAfter (QuantLib::Size i, const C *c, bool validData, QuantLib::Size)
template<class C>
static QuantLib::Real	maxValueAfter (QuantLib::Size i, const C *c, bool validData, QuantLib::Size)
static void	updateGuess (std::vector< QuantLib::Real > &data, QuantLib::Probability p, QuantLib::Size i)
static QuantLib::Size	maxIterations ()

Detailed Description

Survival probability curve traits.