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)