QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
Drift computation for Libor market model. More...
Go to the source code of this file.
Classes | |
class | LMMDriftCalculator |
Drift computation for log-normal Libor market models. More... | |
Namespaces | |
namespace | QuantLib |
Drift computation for Libor market model.
Definition in file lmmdriftcalculator.hpp.