QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | List of all members
Root Class Reference

Utility for the numerical time solver. More...

#include <ql/experimental/credit/randomdefaultlatentmodel.hpp>

Public Member Functions

 Root (const Handle< DefaultProbabilityTermStructure > &dts, Real pd)
 
Real operator() (Real t) const
 

Detailed Description

Utility for the numerical time solver.