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factorspreadedhazardratecurve.hpp
Langue: en
Version: 376688 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/credit/factorspreadedhazardratecurve.hpp -Default-probability structure with a multiplicative spread on hazard rates.
SYNOPSIS
#include <ql/termstructures/credit/hazardratestructure.hpp>
#include <ql/quote.hpp>
Classes
class FactorSpreadedHazardRateCurve
Default-probability structure with a multiplicative spread on hazard rates.
Detailed Description
Default-probability structure with a multiplicative spread on hazard rates.
Author
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