basecorrelationstructure.hpp File Reference

abstract base correlation structure and an 2d-interpolated base correlation structure More...

#include <boost/optional/optional.hpp>
#include <ql/math/interpolations/bilinearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>

Go to the source code of this file.

Classes
class	BaseCorrelationTermStructure
class	InterpolatedBaseCorrelationTermStructure< Interpolator >

Namespaces
namespace	QuantExt

Typedefs
typedef InterpolatedBaseCorrelationTermStructure< QuantLib::Bilinear >	BilinearBaseCorrelationCurve

Detailed Description

abstract base correlation structure and an 2d-interpolated base correlation structure

Definition in file basecorrelationstructure.hpp.