Rechercher une page de manuel
lmmdriftcalculator.hpp
Langue: en
Version: 376482 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp -Drift computation for Libor market model.
SYNOPSIS
#include <ql/math/matrix.hpp>
#include <vector>
Classes
class LMMDriftCalculator
Drift computation for log-normal Libor market models.
Detailed Description
Drift computation for Libor market model.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre