`finpricing.market.survival_curve_step`#

Module Contents#

Classes#

SurvivalCurveStep

class finpricing.market.survival_curve_step.SurvivalCurveStep(anchor_date: finpricing.utils.Date | finpricing.utils.datetime.date, dates: List[finpricing.utils.Date | finpricing.utils.datetime.date], hazard_rates: List[float], day_count_type=DayCountTypes.ACT_ACT_ISDA)[source]#

survival(date: finpricing.utils.datetime.date | finpricing.utils.Date) → float[source]#