QuantLib: C:/dev/QuantLib/ql/legacy/libormarketmodels/lmfixedvolmodel.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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

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

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Classes
class	LmFixedVolatilityModel

Namespaces
namespace	QuantLib

Detailed Description

model of constant volatilities for libor market models

Definition in file lmfixedvolmodel.hpp.