QuantLib_FlatHazardRate (3) - Linux Man Pages

QuantLib_FlatHazardRate: flat hazard-rate curve

NAME

QuantLib::FlatHazardRate - flat hazard-rate curve

SYNOPSIS


#include <ql/termstructures/credit/flathazardrate.hpp>

Inherits QuantLib::HazardRateStructure.

Public Member Functions

Constructors


FlatHazardRate (const Handle< Quote > &hazardRate, const DayCounter &)

FlatHazardRate (const Date &todaysDate, const Handle< Quote > &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.