QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Default-probability structure with an additive 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 | SpreadedHazardRateCurve |
Default-probability structure with an additive spread on hazard rates. More... | |
Namespaces | |
namespace | QuantLib |
Default-probability structure with an additive spread on hazard rates.
Definition in file spreadedhazardratecurve.hpp.