lfmhullwhiteparam.hpp

Langue: en

Autres versions - même langue

Version: 381435 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp -

libor market model parameterization based on Hull White

SYNOPSIS


#include <ql/legacy/libormarketmodels/lfmprocess.hpp>
#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp>

Classes


class LfmHullWhiteParameterization
Libor market model parameterization based on Hull White paper

Detailed Description

libor market model parameterization based on Hull White

Author

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