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