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
list of curve data
list of curve dates
day_counter
jump_dates
jump_times
max_date
reference_date
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