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 d)

Attributes

data

list of curve data

dates

list of curve dates

day_counter

jump_dates

jump_times

max_date

reference_date

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