I want to set up a Cox ph model with two correlated covariates $x$ and $y$. The two covariates are defined as this in R:

x <- rexp(n)
y <- 2x + rnorm(n)

Does the hazard function look like this:

$h(t|x) = h_0(t)*exp(\beta_1x+\beta_2y)$ or $h(t|x) = h_0(t)*exp(\beta_1x+\beta_2y+\beta_1\beta_2xy)$?

I want to set up a Cox proportional hazards model with two correlated covariates $x$ and $y$. The two covariates are defined as this in R:

x <- rexp(n)
y <- 2x + rnorm(n)

Does the hazard function look like this:

$h(t|x) = h_0(t)\times e^{\beta_1x+\beta_2y}$ or $h(t|x) = h_0(t)\times e^{\beta_1x+\beta_2y+\beta_1\beta_2xy}$?