ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp File Reference
Detailed Description
exponential correlation model for libor market models
#include <ql/legacy/libormarketmodels/lmcorrmodel.hpp>
Include dependency graph for lmlinexpcorrmodel.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | LmLinearExponentialCorrelationModel |
| linear exponential correlation model More... | |