spreadedcorrelationcurve.hpp File Reference

Spreaded correlation curve. More...

#include <qle/termstructures/correlationtermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>

Go to the source code of this file.

Classes
class	SpreadedCorrelationCurve
	Spreaded Correlation Curve. More...

Namespaces
namespace	QuantExt

Detailed Description

Spreaded correlation curve.

Definition in file spreadedcorrelationcurve.hpp.