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lfmhullwhiteparam.hpp
Langue: en
Version: 381435 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp -libor market model parameterization based on Hull White
SYNOPSIS
#include <ql/legacy/libormarketmodels/lfmprocess.hpp>
#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp>
Classes
class LfmHullWhiteParameterization
Libor market model parameterization based on Hull White paper
Detailed Description
libor market model parameterization based on Hull White
Author
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