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