# QuantLib_FactorSpreadedHazardRateCurve man page

FactorSpreadedHazardRateCurve — Default-probability structure with a multiplicative spread on hazard rates.

## Synopsis

`#include <ql/experimental/credit/factorspreadedhazardratecurve.hpp>`

Inherits **HazardRateStructure**.

### Public Member Functions

FactorSpreadedHazardRateCurve(constHandle<DefaultProbabilityTermStructure> &originalCurve, constHandle<Quote> &spread)

**DefaultTermStructure interface**

DayCounter dayCounter() const

the day counter used for date/time conversionCalendar calendar() const

the calendar used for reference and/or option date calculation

constDate&referenceDate() const

the date at which discount = 1.0 and/or variance = 0.0Date maxDate() const

the latest date for which the curve can return valuesTime maxTime() const

the latest time for which the curve can return values

### Protected Member Functions

Real hazardRateImpl(Timet) const

hazard rate calculation

### Additional Inherited Members

## Detailed Description

Default-probability structure with a multiplicative spread on hazard rates.

**Note:**

This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

FactorSpreadedHazardRateCurve(3), hazardRateImpl(3) and maxTime(3) are aliases of QuantLib_FactorSpreadedHazardRateCurve(3).