quantlib.termstructures.credit.piecewise_default_curve.PiecewiseDefaultCurve.hazard_rate

PiecewiseDefaultCurve.hazard_rate(self, d, bool extrapolate=False)

Hazard rate

This returns the hazard rate at a given date or time. In the former case, the time is calculated as a fraction of year from the reference date.

Hazard rates are defined with annual frequency and continuous compounding.

Parameters:

dDate or float

extrapolatebool