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