factorspreadedhazardratecurve.hpp File Reference

Default-probability structure with a multiplicative spread on hazard rates. More...

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

Go to the source code of this file.

Classes
class	FactorSpreadedHazardRateCurve
	Default-probability structure with a multiplicative spread on hazard rates. More...

Namespaces
namespace	QuantLib

Detailed Description

Default-probability structure with a multiplicative spread on hazard rates.

Definition in file factorspreadedhazardratecurve.hpp.