spreadedhazardratecurve.hpp File Reference

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

Include dependency graph for spreadedhazardratecurve.hpp:

Classes

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

Namespaces

 QuantLib
 

Detailed Description

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