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

Classes | |
| class | LmLinearExponentialCorrelationModel |
| linear exponential correlation model More... | |
Detailed Description
exponential correlation model for libor market models