spreadedhazardratecurve.hpp

Langue: en

Version: 382368 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/credit/spreadedhazardratecurve.hpp -

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

SYNOPSIS


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

Classes


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

Detailed Description

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

Author

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