ql/termstructures/credit/defaultprobabilityhelpers.hpp File Reference

bootstrap helpers for default-probability term structures More...

#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/time/dategenerationrule.hpp>

Include dependency graph for defaultprobabilityhelpers.hpp:

Classes
class	CdsHelper
	Default-probability bootstrap helper based on quoted CDS spreads. More...
Typedefs
typedef BootstrapHelper < DefaultProbabilityTermStructure >	DefaultProbabilityHelper
	alias for default-probability bootstrap helpers

---

Detailed Description

bootstrap helpers for default-probability term structures