flatcorrelation.hpp File Reference

Term structure of flat correlations. More...

#include <ql/math/comparison.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructure.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>

Go to the source code of this file.

Classes
class	FlatCorrelation
	Flat correlation structure. More...

Namespaces
namespace	QuantExt

Detailed Description

Term structure of flat correlations.

Definition in file flatcorrelation.hpp.