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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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volatility model for libor market models More...
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>Go to the source code of this file.
Classes | |
| class | LmLinearExponentialVolatilityModel |
| linear exponential volatility model More... | |
Namespaces | |
| namespace | QuantLib |
volatility model for libor market models
Definition in file lmlinexpvolmodel.hpp.