QuantLib_FlatHazardRate man page

FlatHazardRate — Flat hazard-rate curve.

Synopsis

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

Inherits 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

Additional Inherited Members

Detailed Description

Flat hazard-rate curve.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

FlatHazardRate(3) is an alias of QuantLib_FlatHazardRate(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib