lmexpcorrmodel.hpp

Langue: en

Autres versions - même langue

Version: 377587 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/libormarketmodels/lmexpcorrmodel.hpp -

exponential correlation model for libor market models

SYNOPSIS


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

Classes


class LmExponentialCorrelationModel
exponential correlation model

Detailed Description

exponential correlation model for libor market models

Author

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