ql/experimental/credit/spreadedhazardratecurve.hpp File Reference
Default-probability structure with an additive spread on hazard rates. More...
#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/quote.hpp>
Include dependency graph for spreadedhazardratecurve.hpp:

Classes | |
class | SpreadedHazardRateCurve |
Default-probability structure with an additive spread on hazard rates. More... |
Detailed Description
Default-probability structure with an additive spread on hazard rates.