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.