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

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

Methods

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