24#ifndef quantlib_factor_spreaded_hazard_rate_curve_hpp
25#define quantlib_factor_spreaded_hazard_rate_curve_hpp
65 : originalCurve_(
std::move(h)), spread_(
std::move(spread)) {
Default-probability structure with a multiplicative spread on hazard rates.
Calendar calendar() const override
the calendar used for reference and/or option date calculation
const Date & referenceDate() const override
the date at which discount = 1.0 and/or variance = 0.0
Real hazardRateImpl(Time t) const override
hazard rate calculation
DayCounter dayCounter() const override
the day counter used for date/time conversion
Date maxDate() const override
the latest date for which the curve can return values
FactorSpreadedHazardRateCurve(Handle< DefaultProbabilityTermStructure > originalCurve, Handle< Quote > spread)
Handle< DefaultProbabilityTermStructure > originalCurve_
Time maxTime() const override
the latest time for which the curve can return values
Shared handle to an observable.
Hazard-rate term structure.
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)
Real Time
continuous quantity with 1-year units
hazard-rate term structure
purely virtual base class for market observables