Class HazardRate

Hierarchy

HazardRate

Index

Classes

curve

Properties

helper

Methods

Properties

helper

helper: BootstrapHelper

Methods

Static guess

guess(i: Size, c: DefaultCurve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/credit/probabilitytraits.ts:89
Parameters
- i: Size
- c: DefaultCurve
- validData: boolean
- s: Size
Returns Real

Static initialDate

initialDate(c: DefaultCurve): Date

- Defined in ql/termstructures/credit/probabilitytraits.ts:79
Parameters
- c: DefaultCurve
Returns Date

Static initialValue

initialValue(c: DefaultCurve): Real

- Defined in ql/termstructures/credit/probabilitytraits.ts:84
Parameters
- c: DefaultCurve
Returns Real

Static maxIterations

maxIterations(): Size

- Defined in ql/termstructures/credit/probabilitytraits.ts:133
Returns Size

Static maxValueAfter

maxValueAfter(i: Size, c: DefaultCurve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/credit/probabilitytraits.ts:113
Parameters
- i: Size
- c: DefaultCurve
- validData: boolean
- s: Size
Returns Real

Static minValueAfter

minValueAfter(i: Size, c: DefaultCurve, validData: boolean, s: Size): Real

- Defined in ql/termstructures/credit/probabilitytraits.ts:104
Parameters
- i: Size
- c: DefaultCurve
- validData: boolean
- s: Size
Returns Real

Static updateGuess

updateGuess(data: Real[], rate: Real, i: Size): void

- Defined in ql/termstructures/credit/probabilitytraits.ts:125
Parameters
- data: Real[]
- rate: Real
- i: Size
Returns void