lmextlinexpvolmodel.hpp

Langue: en

Autres versions - même langue

Version: 167462 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp - volatility model for libor market models

SYNOPSIS


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

Classes


class LmExtLinearExponentialVolModel
extended linear exponential volatility model

Detailed Description

volatility model for libor market models

Author

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