Re: [Quantlib-users] Bootstrapping corporate bond hazard rate curve

[Luigi B. <lui...@gm...>]

We'll have that in next release: see
https://github.com/lballabio/QuantLib/pull/1157

Luigi


On Thu, Jul 22, 2021 at 3:48 PM Philippe Hatstadt <
phi...@ex...> wrote:

> 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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