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factorspreadedhazardratecurve.hpp File Reference


Detailed Description

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

Definition in file factorspreadedhazardratecurve.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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