lmcorrmodel.hpp File Reference

correlation model for libor market models More...

#include <ql/math/array.hpp>
#include <ql/math/matrix.hpp>
#include <ql/models/parameter.hpp>
#include <ql/utilities/null.hpp>

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Classes
class	LmCorrelationModel
	libor forward correlation model More...

Namespaces
namespace	QuantLib

Detailed Description

correlation model for libor market models

Definition in file lmcorrmodel.hpp.