24#ifndef quantlib_libor_forward_correlation_model_hpp
25#define quantlib_libor_forward_correlation_model_hpp
43 std::vector<Parameter>&
params();
44 void setParams(
const std::vector<Parameter> & arguments);
1-D array used in linear algebra.
1-D array used in linear algebra.
libor forward correlation model
virtual bool isTimeIndependent() const
void setParams(const std::vector< Parameter > &arguments)
virtual Matrix correlation(Time t, const Array &x=Null< Array >()) const =0
std::vector< Parameter > & params()
virtual ~LmCorrelationModel()=default
virtual Size factors() const
virtual void generateArguments()=0
std::vector< Parameter > arguments_
virtual Matrix pseudoSqrt(Time t, const Array &x=Null< Array >()) const
virtual Size size() const
Matrix used in linear algebra.
template class providing a null value for a given type.
Real Time
continuous quantity with 1-year units
std::size_t Size
size of a container
matrix used in linear algebra.