quantlib.termstructures.default_term_structure.DefaultProbabilityTermStructure.survival_probability

DefaultProbabilityTermStructure.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