quantlib.termstructures.credit.flat_hazard_rate.
FlatHazardRate¶
- class FlatHazardRate(int settlement_days, Calendar calendar, hazard_rate, DayCounter day_counter)¶
Bases:
DefaultProbabilityTermStructureFlat hazard rate curve
- Parameters:
- settlement_daysint
number of days from evaluation date
- calendar: :class:`~quantlib.time.calendar.Calendar`
calendar used to compute the reference date
- hazard_rate: float or :class:`~quantlib.quote.Quote`
the flat hazard rate
- day_counter: :class:`~quantlib.time.daycounter.DayCounter`
DayCounter for the curve
- Attributes:
- day_counter
- jump_dates
- jump_times
- max_date
- max_time
- reference_date
- settlement_days
Methods
from_reference_date(cls, ...)Alternative constructor for FlatHazardRate
hazard_rate(self, d, bool extrapolate=False)survival_probability(self, d, ...)time_from_reference(self, Date dt)