Hazard Spreaded Default Term Structure.
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#include <qle/termstructures/hazardspreadeddefaulttermstructure.hpp>
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| HazardSpreadedDefaultTermStructure (const Handle< DefaultProbabilityTermStructure > &source, const Handle< Quote > &spread) |
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virtual DayCounter | dayCounter () const override |
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virtual Date | maxDate () const override |
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virtual Time | maxTime () const override |
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virtual const Date & | referenceDate () const override |
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virtual Calendar | calendar () const override |
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virtual Natural | settlementDays () const override |
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Hazard Spreaded Default Term Structure.