ql/experimental/credit/factorspreadedhazardratecurve.hpp File Reference

### A free/open-source library for quantitative finance

Classes
ql/experimental/credit/factorspreadedhazardratecurve.hpp File Reference

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

`#include <ql/termstructures/credit/hazardratestructure.hpp>`
`#include <ql/quote.hpp>`
Include dependency graph for factorspreadedhazardratecurve.hpp:

## Classes
class | FactorSpreadedHazardRateCurve
| Default-probability structure with a multiplicative spread on hazard rates. More...

## Detailed Description

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