HazardSpreadedDefaultTermStructure Class Reference

Hazard Spreaded Default Term Structure. More...

#include <qle/termstructures/hazardspreadeddefaulttermstructure.hpp>

Inheritance diagram for HazardSpreadedDefaultTermStructure:

Public Member Functions
Constructors
	HazardSpreadedDefaultTermStructure (const Handle< DefaultProbabilityTermStructure > &source, const Handle< Quote > &spread)
TermStructure interface
virtual DayCounter	dayCounter () const override
virtual Date	maxDate () const override
virtual Time	maxTime () const override
virtual const Date &	referenceDate () const override
virtual Calendar	calendar () const override
virtual Natural	settlementDays () const override

Detailed Description

Hazard Spreaded Default Term Structure.