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 that this object will be assigned on the map. Should be unique.
  • referenceEntity (ReferenceEntity)The reference entity for whom these hazard rates apply.
  • anchorDate (Date)The anchor date. Survival probabilities can only be calculated up to dates after this date.
  • dates (Date[])The dates on which the hazard rates apply.
  • hazardRates (Double[])The hazard rates.