- QuantLib
- FlatHazardRate
 
Flat hazard-rate curve. More...
#include <ql/termstructures/credit/flathazardrate.hpp>

| Public Member Functions | |
| Constructors | |
| FlatHazardRate (const Date &referenceDate, const Handle< Quote > &hazardRate, const DayCounter &) | |
| FlatHazardRate (const Date &referenceDate, Rate hazardRate, const DayCounter &) | |
| FlatHazardRate (Natural settlementDays, const Calendar &calendar, const Handle< Quote > &hazardRate, const DayCounter &) | |
| FlatHazardRate (Natural settlementDays, const Calendar &calendar, Rate hazardRate, const DayCounter &) | |
| TermStructure interface | |
| Date | maxDate () const | 
| the latest date for which the curve can return values | |
Flat hazard-rate curve.