lmlinexpvolmodel.hpp

Langue: en

Autres versions - même langue

Version: 380999 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp -

volatility model for libor market models

SYNOPSIS


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

Classes


class LmLinearExponentialVolatilityModel
linear exponential volatility model

Detailed Description

volatility model for libor market models

Author

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