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<li class="navelem"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html">SpreadedHazardRateCurve</a> </li>
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<!-- doxytag: class="QuantLib::SpreadedHazardRateCurve" --><!-- doxytag: inherits="QuantLib::HazardRateStructure" -->
<p>Default-probability structure with an additive spread on hazard rates.
<a href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#details">More...</a></p>
<p><code>#include <ql/experimental/credit/spreadedhazardratecurve.hpp></code></p>
<div class="dynheader">
Inheritance diagram for SpreadedHazardRateCurve:</div>
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<div class="center"><img src="class_quant_lib_1_1_spreaded_hazard_rate_curve__inherit__graph.png" border="0" usemap="#_spreaded_hazard_rate_curve_inherit__map" alt="Inheritance graph"/></div>
<map name="_spreaded_hazard_rate_curve_inherit__map" id="_spreaded_hazard_rate_curve_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_hazard_rate_structure.html" title="Hazard-rate term structure." alt="" coords="24,6,165,37"/></map>
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<p><a href="class_quant_lib_1_1_spreaded_hazard_rate_curve-members.html">List of all members.</a></p>
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<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abaccc805c8145f7e1d6c1fd282d36794"></a><!-- doxytag: member="QuantLib::SpreadedHazardRateCurve::SpreadedHazardRateCurve" ref="abaccc805c8145f7e1d6c1fd282d36794" args="(const Handle< DefaultProbabilityTermStructure > &originalCurve, const Handle< Quote > &spread)" -->
 </td><td class="memItemRight" valign="bottom"><b>SpreadedHazardRateCurve</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_default_probability_term_structure.html">DefaultProbabilityTermStructure</a> > &originalCurve, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &spread)</td></tr>
<tr><td colspan="2"><h2><a name="member-group"></a>
DefaultProbabilityTermStructure interface</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac147d63df367bbe5282b76b1f98cb9be"></a><!-- doxytag: member="QuantLib::SpreadedHazardRateCurve::dayCounter" ref="ac147d63df367bbe5282b76b1f98cb9be" args="() const " -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the day counter used for date/time conversion <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae9a0f3904cff2fe61596c593dd0b6448"></a><!-- doxytag: member="QuantLib::SpreadedHazardRateCurve::calendar" ref="ae9a0f3904cff2fe61596c593dd0b6448" args="() const " -->
<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#ae9a0f3904cff2fe61596c593dd0b6448">calendar</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the calendar used for reference and/or option date calculation <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5662908c63119a3b347a7e0ec8544afa"></a><!-- doxytag: member="QuantLib::SpreadedHazardRateCurve::referenceDate" ref="a5662908c63119a3b347a7e0ec8544afa" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#a5662908c63119a3b347a7e0ec8544afa">referenceDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the date at which discount = 1.0 and/or variance = 0.0 <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::SpreadedHazardRateCurve::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#a74d8fc5480ca811db8332b7b30597fe9">maxDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b8677915d5a95b48578b82ed1d7508f"></a><!-- doxytag: member="QuantLib::SpreadedHazardRateCurve::maxTime" ref="a3b8677915d5a95b48578b82ed1d7508f" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#a3b8677915d5a95b48578b82ed1d7508f">maxTime</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest time for which the curve can return values <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1eff1cf5b4a5eae890d79147781883c2"></a><!-- doxytag: member="QuantLib::SpreadedHazardRateCurve::hazardRateImpl" ref="a1eff1cf5b4a5eae890d79147781883c2" args="(Time t) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_spreaded_hazard_rate_curve.html#a1eff1cf5b4a5eae890d79147781883c2">hazardRateImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> t) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">hazard rate calculation <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Default-probability structure with an additive spread on hazard rates. </p>
<dl class="note"><dt><b>Note:</b></dt><dd>This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well. </dd></dl>
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