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_days (int) – number of days from evaluation date

• calendar (Calendar) – calendar used to compute the reference date

• hazard_rate (float or Quote) – the flat hazard rate

• day_counter (DayCounter) – DayCounter for the curve

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
from_reference_date(cls, ...)	Alternative constructor for FlatHazardRate
hazard_rate(self, d, bool extrapolate=False)
survival_probability(self, d, ...)
time_from_reference(self, Date d)

Attributes

day_counter
jump_dates
jump_times
max_date
reference_date

classmethod from_reference_date(cls, Date reference_date, hazard_rate, DayCounter day_counter)

Alternative constructor for FlatHazardRate

Parameters:

• reference_date (Date) – reference date for the curve

• hazard_rate (float or Quote) – the flat hazard rate

• day_counter (DayCounter) – DayCounter for the curve