QuantLib_FlatHazardRate

Langue: en

Autres versions - même langue

Version: 377243 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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.