TenorOptionletVTS::CorrelationStructure Class Reference

#include <ql/experimental/basismodels/tenoroptionletvts.hpp>

Inheritance diagram for TenorOptionletVTS::CorrelationStructure:

Collaboration diagram for TenorOptionletVTS::CorrelationStructure:

Public Member Functions
virtual Real	operator() (const Time &start1, const Time &start2) const =0
virtual	~CorrelationStructure ()=default

Detailed Description

Definition at line 75 of file tenoroptionletvts.hpp.

Constructor & Destructor Documentation

~CorrelationStructure()

virtual ~CorrelationStructure ( )

virtualdefault

Member Function Documentation

operator()()

virtual Real operator() ( const Time &  start1, const Time &  start2  ) const

pure virtual

Implemented in TenorOptionletVTS::TwoParameterCorrelation.