QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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spreadedhazardratecurve.hpp File Reference

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
 

Detailed Description

Default-probability structure with an additive spread on hazard rates.

Definition in file spreadedhazardratecurve.hpp.