hazardspreadeddefaulttermstructure.hpp File Reference

adds a constant hazard rate spread to a default term structure More...

#include <ql/quote.hpp>
#include <ql/termstructures/credit/hazardratestructure.hpp>

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Classes
class	HazardSpreadedDefaultTermStructure
	Hazard Spreaded Default Term Structure. More...

Namespaces
namespace	QuantExt

Detailed Description

adds a constant hazard rate spread to a default term structure

Definition in file hazardspreadeddefaulttermstructure.hpp.