expcorrelations.cpp File Reference

#include <ql/math/comparison.hpp>
#include <ql/models/marketmodels/correlations/expcorrelations.hpp>
#include <ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp>
#include <ql/models/marketmodels/utilities.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <utility>

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Namespaces
namespace	QuantLib

Functions
Matrix	exponentialCorrelations (const std::vector< Time > &rateTimes, Real longTermCorr, Real beta, Real gamma, Time time)