lfmcovarproxy.hpp

Langue: en

Autres versions - même langue

Version: 172005 (fedora - 06/07/09)

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

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