Default-probability structure with a multiplicative spread on hazard rates. More...
#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/quote.hpp>
Classes | |
class | FactorSpreadedHazardRateCurve |
Default-probability structure with a multiplicative spread on hazard rates. More... |
Default-probability structure with a multiplicative spread on hazard rates.