[Quantlib-users] Bootstrapping corporate bond hazard rate curve

[Philippe H. <phi...@ex...>]

Does QL have any routines to bootstrap a hazard rate curve from a set of
increasing maturity corporate bonds? I am sure that capability exists for
CDS, but wondering if it exists for bonds. A related question (or
dependency really) is whether there exists a method to price a corporate
bond from a hazard rate curve and a fixed recovery rate?

Regards

Philippe Hatstadt

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