quantlib.termstructures.credit.piecewise_default_curve.PiecewiseDefaultCurve

class PiecewiseDefaultCurve(ProbabilityTrait trait, Interpolator interpolator, Natural settlement_days, Calendar calendar, list helpers, DayCounter daycounter, Real accuracy=1e-12)

Bases: DefaultProbabilityTermStructure

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
from_reference_date(cls, ...)
hazard_rate(self, d, bool extrapolate=False)
survival_probability(self, d, ...)
time_from_reference(self, Date dt)

Attributes

data	list of curve data
dates	list of curve dates
day_counter
jump_dates
jump_times
max_date
max_time
reference_date
settlement_days
times	list of curve times

data

list of curve data

dates

list of curve dates

classmethod from_reference_date(cls, ProbabilityTrait trait, Interpolator interpolator, Date reference_date, list helpers, DayCounter daycounter, Real accuracy=1e-12)

times

list of curve times