Package | Description |
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org.drip.product.credit |
Modifier and Type | Method and Description |
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CDSComponent.SpreadCalibOP |
CDSComponent.SpreadCalibrator.calibrateHazardFromPrice(ValuationParams valParams,
CreditPricerParams pricerParams,
CurveSurfaceQuoteContainer csqs,
ValuationCustomizationParams vcp,
double dblPriceCalib)
Calibrate the hazard rate from calibration price
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