hazardspreadeddefaulttermstructure.hpp File Reference

adds a constant hazard rate spread to a default term structure More...

#include <ql/quote.hpp>
#include <ql/termstructures/credit/hazardratestructure.hpp>

Classes
class	HazardSpreadedDefaultTermStructure
	Hazard Spreaded Default Term Structure. More...

Detailed Description

adds a constant hazard rate spread to a default term structure