lfmcovarproxy.hpp

Langue: en

Autres versions - même langue

Version: 383668 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/libormarketmodels/lfmcovarproxy.hpp -

proxy for libor forward covariance parameterization

SYNOPSIS


#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

Generated automatically by Doxygen for QuantLib from the source code.