interpolatedhazardratecurve.hpp File Reference

interpolated hazard-rate term structure (with the option to disable the negative rates check) More...

#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	InterpolatedHazardRateCurve< Interpolator >
	DefaultProbabilityTermStructure based on interpolation of hazard rates. More...

Namespaces
namespace	QuantExt

Detailed Description

interpolated hazard-rate term structure (with the option to disable the negative rates check)

Definition in file interpolatedhazardratecurve.hpp.