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lmconstwrappervolmodel.hpp
Langue: en
Version: 377707 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp -const wrapper for a volatility model for libor market models
SYNOPSIS
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>
Classes
class LmConstWrapperVolatilityModel
caplet const volatility model
Detailed Description
const wrapper for a volatility model for libor market models
Author
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