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lmextlinexpvolmodel.hpp
Langue: en
Version: 381372 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp -volatility model for libor market models
SYNOPSIS
#include <ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp>
Classes
class LmExtLinearExponentialVolModel
extended linear exponential volatility model
Detailed Description
volatility model for libor market models
Author
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