Package | Description |
---|---|
org.drip.product.credit |
Modifier and Type | Method and Description |
---|---|
CDSComponent.SpreadCalibOP |
CDSComponent.SpreadCalibrator.calibrateHazardFromPrice(ValuationParams valParams,
PricerParams pricerParams,
ComponentMarketParams mktParams,
QuotingParams quotingParams,
double dblPriceCalib)
Calibrate the hazard rate from calibration price
|