QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
AffineHazardRate Member List

This is the complete list of members for AffineHazardRate, including all inherited members.

guess(Size i, const C *c, bool validData, Size) (defined in AffineHazardRate)AffineHazardRatestatic
helper typedef (defined in AffineHazardRate)AffineHazardRate
initialDate(const DefaultProbabilityTermStructure *c) (defined in AffineHazardRate)AffineHazardRatestatic
initialValue(const DefaultProbabilityTermStructure *) (defined in AffineHazardRate)AffineHazardRatestatic
maxIterations() (defined in AffineHazardRate)AffineHazardRatestatic
maxValueAfter(Size i, const C *c, bool validData, Size) (defined in AffineHazardRate)AffineHazardRatestatic
minValueAfter(Size i, const C *c, bool validData, Size) (defined in AffineHazardRate)AffineHazardRatestatic
updateGuess(std::vector< Real > &data, Real rate, Size i) (defined in AffineHazardRate)AffineHazardRatestatic