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lmlinexpvolmodel.hpp
Langue: en
Version: 380999 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp -volatility model for libor market models
SYNOPSIS
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>
Classes
class LmLinearExponentialVolatilityModel
linear exponential volatility model
Detailed Description
volatility model for libor market models
Author
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