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lmexpcorrmodel.hpp
Langue: en
Version: 377587 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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