lmconstwrappervolmodel.hpp File Reference

const wrapper for a volatility model for libor market models More...

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

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Classes
class	LmConstWrapperVolatilityModel
	caplet const volatility model More...

Namespaces
namespace	QuantLib

Detailed Description

const wrapper for a volatility model for libor market models

Definition in file lmconstwrappervolmodel.hpp.