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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_interpolated_hazard_rate_curve.html">InterpolatedHazardRateCurve</a></li> </ul>
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<div class="title">InterpolatedHazardRateCurve< Interpolator > Class Template Reference</div> </div>
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<p><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html" title="Default probability term structure.">DefaultProbabilityTermStructure</a> based on interpolation of hazard rates.
<a href="class_quant_lib_1_1_interpolated_hazard_rate_curve.html#details">More...</a></p>
<p><code>#include <ql/termstructures/credit/interpolatedhazardratecurve.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for InterpolatedHazardRateCurve< Interpolator >:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:ab8c703525e988d845c2105de98ecddfb"><td class="memItemLeft" align="right" valign="top"><a id="ab8c703525e988d845c2105de98ecddfb"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedHazardRateCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &hazardRates, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), const Interpolator &interpolator=Interpolator())</td></tr>
<tr class="separator:ab8c703525e988d845c2105de98ecddfb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:add7c9b01ea1b39b7c880ec33538ab075"><td class="memItemLeft" align="right" valign="top"><a id="add7c9b01ea1b39b7c880ec33538ab075"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedHazardRateCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &hazardRates, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#a38e235178eb0a7749c37a16d71f4762f">calendar</a>, const Interpolator &interpolator)</td></tr>
<tr class="separator:add7c9b01ea1b39b7c880ec33538ab075"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a79c232d107b4632d4f338f3872bd2c4f"><td class="memItemLeft" align="right" valign="top"><a id="a79c232d107b4632d4f338f3872bd2c4f"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedHazardRateCurve</b> (const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &dates, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &hazardRates, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>, const Interpolator &interpolator)</td></tr>
<tr class="separator:a79c232d107b4632d4f338f3872bd2c4f"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">TermStructure interface</div></td></tr>
<tr class="memitem:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="memItemLeft" align="right" valign="top"><a id="a6fa1d746e67f372c6e09e4ec9ad8973b"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_hazard_rate_curve.html#a6fa1d746e67f372c6e09e4ec9ad8973b">maxDate</a> () const</td></tr>
<tr class="memdesc:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br /></td></tr>
<tr class="separator:a6fa1d746e67f372c6e09e4ec9ad8973b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_hazard_rate_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_hazard_rate_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_hazard_rate_structure.html">HazardRateStructure</a></td></tr>
<tr class="memitem:aebe7f4eec2f7b0ac408f119e8f55f00f inherit pub_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memItemLeft" align="right" valign="top"><a id="aebe7f4eec2f7b0ac408f119e8f55f00f"></a>
 </td><td class="memItemRight" valign="bottom"><b>HazardRateStructure</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >())</td></tr>
<tr class="separator:aebe7f4eec2f7b0ac408f119e8f55f00f inherit pub_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:add911afdb453b876956e1b50c38155ee inherit pub_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memItemLeft" align="right" valign="top"><a id="add911afdb453b876956e1b50c38155ee"></a>
 </td><td class="memItemRight" valign="bottom"><b>HazardRateStructure</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >())</td></tr>
<tr class="separator:add911afdb453b876956e1b50c38155ee inherit pub_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7f10554b257e7721ec11501c3d0c2ba7 inherit pub_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memItemLeft" align="right" valign="top"><a id="a7f10554b257e7721ec11501c3d0c2ba7"></a>
 </td><td class="memItemRight" valign="bottom"><b>HazardRateStructure</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >())</td></tr>
<tr class="separator:a7f10554b257e7721ec11501c3d0c2ba7 inherit pub_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_default_probability_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a></td></tr>
<tr class="memitem:a61f6e82b826a2c15edbeec08161281ce inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a61f6e82b826a2c15edbeec08161281ce"></a>
 </td><td class="memItemRight" valign="bottom"><b>DefaultProbabilityTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >())</td></tr>
<tr class="separator:a61f6e82b826a2c15edbeec08161281ce inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a44fb296352770addfc78f4b862c18143 inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a44fb296352770addfc78f4b862c18143"></a>
 </td><td class="memItemRight" valign="bottom"><b>DefaultProbabilityTermStructure</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >())</td></tr>
<tr class="separator:a44fb296352770addfc78f4b862c18143 inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad874923d57650e4a31691c5a35fa5aca inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="ad874923d57650e4a31691c5a35fa5aca"></a>
 </td><td class="memItemRight" valign="bottom"><b>DefaultProbabilityTermStructure</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &cal, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >())</td></tr>
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<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><b>survivalProbability</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate=false) const</td></tr>
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<tr class="memitem:adaeb5d83340c06a9deb69d721ccc9310 inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html#adaeb5d83340c06a9deb69d721ccc9310">survivalProbability</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate=false) const</td></tr>
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<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><b>defaultProbability</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate=false) const</td></tr>
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<tr class="memitem:acfd38d4648cc323800f7aebc6012266f inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html#acfd38d4648cc323800f7aebc6012266f">defaultProbability</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate=false) const</td></tr>
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<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html#ad4477053076cddd69485612d11eebdd4">defaultProbability</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &, bool extrapolate=false) const</td></tr>
<tr class="memdesc:ad4477053076cddd69485612d11eebdd4 inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">probability of default between two given dates <br /></td></tr>
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<a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html#a4f9b57ed7b4e591f8b7ee823f2edff44">defaultProbability</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>, bool extrapo=false) const</td></tr>
<tr class="memdesc:a4f9b57ed7b4e591f8b7ee823f2edff44 inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">probability of default between two given times <br /></td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>defaultDensity</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate=false) const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>defaultDensity</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate=false) const</td></tr>
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<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>hazardRate</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate=false) const</td></tr>
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<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>hazardRate</b> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate=false) const</td></tr>
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const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>jumpDates</b> () const</td></tr>
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const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>jumpTimes</b> () const</td></tr>
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<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_default_probability_term_structure"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">TermStructure</a> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:a4a8e0f324391a12454f11f5f5d5e66e8 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">default constructor <a href="class_quant_lib_1_1_term_structure.html#a4a8e0f324391a12454f11f5f5d5e66e8">More...</a><br /></td></tr>
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 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a44918f70ab345cad67a287d46641f20f">TermStructure</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#a38e235178eb0a7749c37a16d71f4762f">calendar</a>=<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:a44918f70ab345cad67a287d46641f20f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">initialize with a fixed reference date <br /></td></tr>
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 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ab72309c6d49bd4b6dc5b9ed09b67c7b9">TermStructure</a> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dc=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="memdesc:ab72309c6d49bd4b6dc5b9ed09b67c7b9 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">calculate the reference date based on the global evaluation date <br /></td></tr>
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virtual </td><td class="memItemRight" valign="bottom"><b>~TermStructure</b> ()</td></tr>
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virtual <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ad49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr class="memdesc:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br /></td></tr>
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<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#aa249f26327547294e5f920745cab10fd">timeFromReference</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &date) const</td></tr>
<tr class="memdesc:aa249f26327547294e5f920745cab10fd inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date/time conversion <br /></td></tr>
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virtual <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a4950639c8f60a60050efe2772e1d6a2a">maxTime</a> () const</td></tr>
<tr class="memdesc:a4950639c8f60a60050efe2772e1d6a2a inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br /></td></tr>
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virtual const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a> () const</td></tr>
<tr class="memdesc:acd49fd0f9bfecc09e0d3461f16ec5d79 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br /></td></tr>
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virtual <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a38e235178eb0a7749c37a16d71f4762f">calendar</a> () const</td></tr>
<tr class="memdesc:a38e235178eb0a7749c37a16d71f4762f inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br /></td></tr>
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<tr class="memitem:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a32e050c75a34ceee6f0633bdb799a080"></a>
virtual <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a> () const</td></tr>
<tr class="memdesc:a32e050c75a34ceee6f0633bdb799a080 inherit pub_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">the settlementDays used for reference date calculation <br /></td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_extrapolator"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_extrapolator')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_extrapolator.html">Extrapolator</a></td></tr>
<tr class="memitem:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="ae60e793a77f44a9c022b103458fa993c"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#ae60e793a77f44a9c022b103458fa993c">enableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">enable extrapolation in subsequent calls <br /></td></tr>
<tr class="separator:ae60e793a77f44a9c022b103458fa993c inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="abab5047522a68771f2b1d51d1ac78383"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#abab5047522a68771f2b1d51d1ac78383">disableExtrapolation</a> (bool b=true)</td></tr>
<tr class="memdesc:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">disable extrapolation in subsequent calls <br /></td></tr>
<tr class="separator:abab5047522a68771f2b1d51d1ac78383 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="memItemLeft" align="right" valign="top"><a id="a323f875818fddd62a1c56c25ddaee418"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_extrapolator.html#a323f875818fddd62a1c56c25ddaee418">allowsExtrapolation</a> () const</td></tr>
<tr class="memdesc:a323f875818fddd62a1c56c25ddaee418 inherit pub_methods_class_quant_lib_1_1_extrapolator"><td class="mdescLeft"> </td><td class="mdescRight">tells whether extrapolation is enabled <br /></td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
other inspectors</h2></td></tr>
<tr class="memitem:a9c05af40300cb8466ae21f698a15f728"><td class="memItemLeft" align="right" valign="top"><a id="a9c05af40300cb8466ae21f698a15f728"></a>
const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>times</b> () const</td></tr>
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<tr class="memitem:a53d21e09ca3857d3c49b13b23d1bd65d"><td class="memItemLeft" align="right" valign="top"><a id="a53d21e09ca3857d3c49b13b23d1bd65d"></a>
const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>dates</b> () const</td></tr>
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<tr class="memitem:a6e28a141ea689b756ce47facf16b3faf"><td class="memItemLeft" align="right" valign="top"><a id="a6e28a141ea689b756ce47facf16b3faf"></a>
const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><b>data</b> () const</td></tr>
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const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>hazardRates</b> () const</td></tr>
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<tr class="memitem:a80b5860fff878255153e27c6091b7093"><td class="memItemLeft" align="right" valign="top"><a id="a80b5860fff878255153e27c6091b7093"></a>
std::vector< std::pair< <a class="el" href="class_quant_lib_1_1_date.html">Date</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > > </td><td class="memItemRight" valign="bottom"><b>nodes</b> () const</td></tr>
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<tr class="memitem:a6dd203b651b5eb1d7e9341abeda01c5e"><td class="memItemLeft" align="right" valign="top"><a id="a6dd203b651b5eb1d7e9341abeda01c5e"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedHazardRateCurve</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), const Interpolator &interpolator=Interpolator())</td></tr>
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<tr class="memitem:a55dc0b9231d1ea46c400cd817f09977d"><td class="memItemLeft" align="right" valign="top"><a id="a55dc0b9231d1ea46c400cd817f09977d"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedHazardRateCurve</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_term_structure.html#acd49fd0f9bfecc09e0d3461f16ec5d79">referenceDate</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), const Interpolator &interpolator=Interpolator())</td></tr>
<tr class="separator:a55dc0b9231d1ea46c400cd817f09977d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a540b8d2f9f58c2b2411f164bbd3b849f"><td class="memItemLeft" align="right" valign="top"><a id="a540b8d2f9f58c2b2411f164bbd3b849f"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedHazardRateCurve</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_term_structure.html#a32e050c75a34ceee6f0633bdb799a080">settlementDays</a>, const <a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> &, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &, const std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > > &jumps=std::vector< <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > >(), const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > &jumpDates=std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> >(), const Interpolator &interpolator=Interpolator())</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
DefaultProbabilityTermStructure implementation</h2></td></tr>
<tr class="memitem:a361b6eadf2fb8b49e1a53073e0f8f11d"><td class="memItemLeft" align="right" valign="top"><a id="a361b6eadf2fb8b49e1a53073e0f8f11d"></a>
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>dates_</b></td></tr>
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<tr class="memitem:a77be83fe780454d7b2d36050941d6a50"><td class="memItemLeft" align="right" valign="top"><a id="a77be83fe780454d7b2d36050941d6a50"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_hazard_rate_curve.html#a77be83fe780454d7b2d36050941d6a50">hazardRateImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const</td></tr>
<tr class="memdesc:a77be83fe780454d7b2d36050941d6a50"><td class="mdescLeft"> </td><td class="mdescRight">hazard rate calculation <br /></td></tr>
<tr class="separator:a77be83fe780454d7b2d36050941d6a50"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a012763ed193dd02fd59b013cb9198a00"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_hazard_rate_curve.html#a012763ed193dd02fd59b013cb9198a00">survivalProbabilityImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_hazard_rate_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_hazard_rate_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_hazard_rate_structure.html">HazardRateStructure</a></td></tr>
<tr class="memitem:ad62fcb18ff6e85469eabd53df2cf8c74 inherit pro_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memItemLeft" align="right" valign="top"><a id="ad62fcb18ff6e85469eabd53df2cf8c74"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_hazard_rate_structure.html#ad62fcb18ff6e85469eabd53df2cf8c74">defaultDensityImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a>) const</td></tr>
<tr class="memdesc:ad62fcb18ff6e85469eabd53df2cf8c74 inherit pro_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="mdescLeft"> </td><td class="mdescRight">default density calculation <br /></td></tr>
<tr class="separator:ad62fcb18ff6e85469eabd53df2cf8c74 inherit pro_methods_class_quant_lib_1_1_hazard_rate_structure"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_default_probability_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_default_probability_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a></td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="abbff679b6600c49cafed098870f94376"></a>
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#abbff679b6600c49cafed098870f94376">checkRange</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d, bool extrapolate) const</td></tr>
<tr class="memdesc:abbff679b6600c49cafed098870f94376 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">date-range check <br /></td></tr>
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void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_term_structure.html#ac13f8e2d29e10f3fb6838bfb59759299">checkRange</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t, bool extrapolate) const</td></tr>
<tr class="memdesc:ac13f8e2d29e10f3fb6838bfb59759299 inherit pro_methods_class_quant_lib_1_1_term_structure"><td class="mdescLeft"> </td><td class="mdescRight">time-range check <br /></td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_interpolated_curve"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_interpolated_curve')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve< Interpolator ></a></td></tr>
<tr class="memitem:a84cbe87fa8e8b64ada801479fa7e2ee1 inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a84cbe87fa8e8b64ada801479fa7e2ee1"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &data, const Interpolator &i=Interpolator())</td></tr>
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<tr class="memitem:af65ba2657e570befd6d47b554d41be2c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="af65ba2657e570befd6d47b554d41be2c"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > &times, const Interpolator &i=Interpolator())</td></tr>
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<tr class="memitem:a3fce8f7f7406e558c914ada1f040b2d9 inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a3fce8f7f7406e558c914ada1f040b2d9"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> n, const Interpolator &i=Interpolator())</td></tr>
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<tr class="memitem:a1f1a36b149b457570e7fe01bc5b6370f inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a1f1a36b149b457570e7fe01bc5b6370f"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const Interpolator &i=Interpolator())</td></tr>
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<tr class="memitem:ad09da2c682c289e3568976b51ca4b27c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="ad09da2c682c289e3568976b51ca4b27c"></a>
 </td><td class="memItemRight" valign="bottom"><b>InterpolatedCurve</b> (const <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve</a> &c)</td></tr>
<tr class="separator:ad09da2c682c289e3568976b51ca4b27c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a05f5195d566a3ab81f70a8e67001934c inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a05f5195d566a3ab81f70a8e67001934c"></a>
<a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve</a> &c)</td></tr>
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<tr class="memitem:a7964d9db3a9cdeab3d13d99e7feff1fe inherit pro_methods_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a7964d9db3a9cdeab3d13d99e7feff1fe"></a>
void </td><td class="memItemRight" valign="bottom"><b>setupInterpolation</b> ()</td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_term_structure"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_term_structure')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_term_structure.html">TermStructure</a></td></tr>
<tr class="memitem:a3cfce9cb19de6f0604adee64b6d80a35 inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a3cfce9cb19de6f0604adee64b6d80a35"></a>
bool </td><td class="memItemRight" valign="bottom"><b>moving_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>updated_</b></td></tr>
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<tr class="memitem:a021eab7f1f44c1c71b8dfd29b9c4864b inherit pro_attribs_class_quant_lib_1_1_term_structure"><td class="memItemLeft" align="right" valign="top"><a id="a021eab7f1f44c1c71b8dfd29b9c4864b"></a>
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_interpolated_curve"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_interpolated_curve')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_interpolated_curve.html">InterpolatedCurve< Interpolator ></a></td></tr>
<tr class="memitem:a63b1ac1fe6074fcd9789119e547d4812 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a63b1ac1fe6074fcd9789119e547d4812"></a>
std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>times_</b></td></tr>
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<tr class="memitem:af9c626db41e269447653dcc7cc126d35 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="af9c626db41e269447653dcc7cc126d35"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>data_</b></td></tr>
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<tr class="memitem:a6633ee38a9d12ce3e342081d39e98fd0 inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="a6633ee38a9d12ce3e342081d39e98fd0"></a>
<a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a> </td><td class="memItemRight" valign="bottom"><b>interpolation_</b></td></tr>
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Interpolator </td><td class="memItemRight" valign="bottom"><b>interpolator_</b></td></tr>
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<tr class="memitem:adfb02c99d8f389febbe441aa1338e14b inherit pro_attribs_class_quant_lib_1_1_interpolated_curve"><td class="memItemLeft" align="right" valign="top"><a id="adfb02c99d8f389febbe441aa1338e14b"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>maxDate_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><h3>template<class Interpolator><br />
class QuantLib::InterpolatedHazardRateCurve< Interpolator ></h3>
<p><a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html" title="Default probability term structure.">DefaultProbabilityTermStructure</a> based on interpolation of hazard rates. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_c_v_a_i_r_s_8cpp-example.html#_a16">CVAIRS.cpp</a>.</dd>
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</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="a012763ed193dd02fd59b013cb9198a00"></a>
<h2 class="memtitle"><span class="permalink"><a href="#a012763ed193dd02fd59b013cb9198a00">◆ </a></span>survivalProbabilityImpl()</h2>
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<td class="memname"><a class="el" href="group__types.html#gad9817a6a21dfcb91429f0152c99d6313">Probability</a> survivalProbabilityImpl </td>
<td>(</td>
<td class="paramtype"><a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td>
<td class="paramname"></td><td>)</td>
<td> const</td>
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<p>survival probability calculation implemented in terms of the hazard rate \( h(t) \) as </p><p class="formulaDsp">
\[ S(t) = \exp\left( - \int_0^t h(\tau) d\tau \right). \]
</p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000158">Warning:</a></b></dt><dd>This default implementation uses numerical integration, which might be inefficient and inaccurate. Derived classes should override it if a more efficient implementation is available. </dd></dl>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_hazard_rate_structure.html#a012763ed193dd02fd59b013cb9198a00">HazardRateStructure</a>.</p>
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