Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

spreadedhazardratecurve.hpp File Reference


Detailed Description

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

Definition in file spreadedhazardratecurve.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::SpreadedHazardRateCurve
 Default-probability structure with an additive spread on hazard rates. More...


Generated by  Doxygen 1.6.0   Back to index