QuantLib_FlatHazardRate (3) Linux Manual Page

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

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