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...