fxbsconstantparametrization.hpp File Reference

Constant FX model parametrization. More...

#include <qle/models/fxbsparametrization.hpp>

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Classes
class	FxBsConstantParametrization
	FX Black Scholes parametrization. More...

Namespaces
namespace	QuantExt

Detailed Description

Constant FX model parametrization.

Definition in file fxbsconstantparametrization.hpp.