quantlib.termstructures.credit.flat_hazard_rate.

FlatHazardRate

class FlatHazardRate(int settlement_days, Calendar calendar, hazard_rate, DayCounter day_counter)

Bases: DefaultProbabilityTermStructure

Flat hazard rate curve

Parameters:

settlement_daysint

number of days from evaluation date

calendarCalendar

calendar used to compute the reference date

hazard_ratefloat or Quote

the flat hazard rate

day_counterDayCounter

DayCounter for the curve

Attributes:

calendar

Calendar: calendar

day_counter

DayCounter: day counter

jump_dates

jump_times

max_date

Date: the latest date for which the curve can return values

max_time

Time: the latest time for which the curve can return values

reference_date

Date: the date at which discount = 1.0 and/or variance = 0.0

settlement_days

int: number of settlement days used for reference date calculation

Methods

from_reference_date(cls, ...)	Alternative constructor for FlatHazardRate
hazard_rate(self, d, bool extrapolate=False)	Hazard rate
survival_probability(self, d, ...)	Survival probability
time_from_reference(self, Date dt)	date/time conversion