QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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const wrapper for correlation model for libor market models More...
#include <ql/legacy/libormarketmodels/lmcorrmodel.hpp>
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Classes | |
class | LmConstWrapperCorrelationModel |
Namespaces | |
namespace | QuantLib |
const wrapper for correlation model for libor market models
Definition in file lmconstwrappercorrmodel.hpp.