quantlib.termstructures.default_term_structure.

DefaultProbabilityTermStructure

class DefaultProbabilityTermStructure

Bases: TermStructure

Attributes:
day_counter
jump_dates
jump_times
max_date
max_time
reference_date
settlement_days

Methods

hazard_rate(self, d, bool extrapolate=False)

survival_probability(self, d, ...)

time_from_reference(self, Date dt)