quantlib.termstructures.credit.piecewise_default_curve.PiecewiseDefaultCurve.survival_probability

PiecewiseDefaultCurve.survival_probability(self, d, bool extrapolate=False)

Survival probability

This returns the survival probability from the reference date until a given date or time. In the former case, the time is calculated as a fraction of year from the reference date.

Parameters:

dDate or float

extrapolatebool