ql/experimental/credit/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>
Include dependency graph for factorspreadedhazardratecurve.hpp:

Classes | |
| class | FactorSpreadedHazardRateCurve |
| Default-probability structure with a multiplicative spread on hazard rates. More... | |
Detailed Description
Default-probability structure with a multiplicative spread on hazard rates.