basecorrelationquote.hpp File Reference

wrapper around base correlation term structure for given detachment point More...

#include <ql/errors.hpp>
#include <qle/termstructures/credit/basecorrelationstructure.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <ql/types.hpp>

Go to the source code of this file.

Classes
class	BaseCorrelationQuote
	market element whose value depends on two other market element More...

Namespaces
namespace	QuantExt

Detailed Description

wrapper around base correlation term structure for given detachment point

Definition in file basecorrelationquote.hpp.