lmconstwrappervolmodel.hpp

Langue: en

Autres versions - même langue

Version: 377707 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp -

const wrapper for a volatility model for libor market models

SYNOPSIS


#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>

Classes


class LmConstWrapperVolatilityModel
caplet const volatility model

Detailed Description

const wrapper for a volatility model for libor market models

Author

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