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factorspreadedhazardratecurve.hpp File Reference

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

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

class  QuantLib::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.


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