Create hazard rate curve that can be used to provide survival probabilities for a reference entity between dates.

Description

Create hazard rate curve that can be used to provide survival probabilities for a reference entity between dates.

Example Sheet

CDS.xlsx

Arguments

  • objectName The name of the object to be created.
  • referenceEntity The reference entity for whom these hazard rates apply.(ReferenceEntity)
  • anchorDate The anchor date. Survival probabilites can only be calculated up to dates after this date.(Date)
  • dates The dates on which the hazard rates apply.(Date)
  • hazardRates The hazard rates.