ql/termstructures/credit/hazardratestructure.hpp File Reference

hazard-rate term structure More...

#include <ql/termstructures/defaulttermstructure.hpp>

Include dependency graph for hazardratestructure.hpp:


Classes

class  HazardRateStructure
 hazard-rate adapter for default-probability term structures More...

Detailed Description

hazard-rate term structure