Default Prob Group


Default Prob Group is a direct subtype of Quotable Group
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with functions Default Prob Group Functions, keys Default Prob Group keys and example object MSFT|US|I Def crv

TYPE INCLUSION RELATIONSHIPS

Quotable Group

Default Prob Group

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Default

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TYPICAL OBJECTS OF TYPE Default Prob Group

DefProb Grp

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This type represents a Default Prob, the Until of which is regarded as a variable that spans all possible values.
Its associated value at any time is a (mathematical) one-dimensional curve describing the Default Prob as a function of Until.