lmfixedvolmodel.hpp File Reference

model of constant volatilities for libor market models More...

#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>

Go to the source code of this file.

Classes
class	LmFixedVolatilityModel

Namespaces
namespace	QuantLib

Detailed Description

model of constant volatilities for libor market models

Definition in file lmfixedvolmodel.hpp.