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.