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lfmcovarproxy.hpp
Langue: en
Version: 172005 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/libormarketmodels/lfmcovarproxy.hpp - proxy for libor forward covariance parameterizationSYNOPSIS
#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp>
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>
#include <ql/legacy/libormarketmodels/lmcorrmodel.hpp>
Classes
class LfmCovarianceProxy
proxy for a libor forward model covariance parameterization
Detailed Description
proxy for libor forward covariance parameterization
Author
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