quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure

class DefaultProbabilityTermStructure

Bases: TermStructure

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
hazard_rate(self, d, bool extrapolate=False)
survival_probability(self, d, ...)
time_from_reference(self, Date dt)

Attributes

day_counter
jump_dates
jump_times
max_date
max_time
reference_date
settlement_days

hazard_rate(self, d, bool extrapolate=False)

survival_probability(self, d, bool extrapolate=False)