Class SurvivalProbability

Hierarchy

SurvivalProbability

Index

Classes

curve

Properties

helper

Methods

Properties

helper

helper: BootstrapHelper

Methods

Static guess

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

- Defined in ql/termstructures/credit/probabilitytraits.ts:30
Parameters
- i: Size
- c: DefaultCurve
- validData: boolean
- s: Size
Returns Rate

Static initialDate

initialDate(c: DefaultCurve): Date

- Defined in ql/termstructures/credit/probabilitytraits.ts:22
Parameters
- c: DefaultCurve
Returns Date

Static initialValue

initialValue(c: DefaultCurve): Rate

- Defined in ql/termstructures/credit/probabilitytraits.ts:26
Parameters
- c: DefaultCurve
Returns Rate

Static maxIterations

maxIterations(): Size

- Defined in ql/termstructures/credit/probabilitytraits.ts:63
Returns Size

Static maxValueAfter

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

- Defined in ql/termstructures/credit/probabilitytraits.ts:53
Parameters
- i: Size
- c: DefaultCurve
- validData: boolean
- s: Size
Returns Rate

Static minValueAfter

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

- Defined in ql/termstructures/credit/probabilitytraits.ts:44
Parameters
- i: Size
- c: DefaultCurve
- validData: boolean
- s: Size
Returns Rate

Static updateGuess

updateGuess(data: Rate[], p: Probability, i: Size): void

- Defined in ql/termstructures/credit/probabilitytraits.ts:59
Parameters
- data: Rate[]
- p: Probability
- i: Size
Returns void