QuantLib_FlatHazardRate (3) - Linux Manuals
QuantLib_FlatHazardRate: flat hazard-rate curve
NAME
QuantLib::FlatHazardRate - flat hazard-rate curve
SYNOPSIS
#include <ql/termstructures/credit/flathazardrate.hpp>
Inherits QuantLib::HazardRateStructure.
Public Member Functions
Constructors
FlatHazardRate (const Handle< Quote > &hazardRate, const DayCounter &)
FlatHazardRate (const Date &todaysDate, const Handle< Quote > &hazardRate, const DayCounter &)
TermStructure interface
Date maxDate () const
the latest date for which the curve can return values
Detailed Description
flat hazard-rate curve
Author
Generated automatically by Doxygen for QuantLib from the source code.