ql/experimental/credit/factorspreadedhazardratecurve.hpp File Reference

Default-probability structure with a multiplicative spread on hazard rates. More...

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.