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QuantLib_FlatHazardRate
Langue: en
Version: 377243 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::FlatHazardRate -Flat hazard-rate curve.
SYNOPSIS
#include <ql/termstructures/credit/flathazardrate.hpp>
Inherits QuantLib::HazardRateStructure.
Public Member Functions
Constructors
FlatHazardRate (const Date &referenceDate, const Handle< Quote > &hazardRate, const DayCounter &)
FlatHazardRate (const Date &referenceDate, Rate hazardRate, const DayCounter &)
FlatHazardRate (Natural settlementDays, const Calendar &calendar, const Handle< Quote > &hazardRate, const DayCounter &)
FlatHazardRate (Natural settlementDays, const Calendar &calendar, Rate hazardRate, const DayCounter &)
TermStructure interface
Date maxDate () const
the latest date for which the curve can return values
Detailed Description
Flat hazard-rate curve.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre