quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure

class DefaultProbabilityTermStructure

Bases: Observable

__init__()

Methods

__init__()
hazard_rate(self, d, bool extrapolate=False)
survival_probability(self, d, ...)
time_from_reference(self, Date d)

Attributes

day_counter
jump_dates
jump_times
max_date
reference_date

hazard_rate(self, d, bool extrapolate=False)

survival_probability(self, d, bool extrapolate=False)

time_from_reference(self, Date d)