lmmdriftcalculator.hpp File Reference

Drift computation for Libor market model. More...

#include <ql/math/matrix.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	LMMDriftCalculator
	Drift computation for log-normal Libor market models. More...

Namespaces
namespace	QuantLib

Detailed Description

Drift computation for Libor market model.

Definition in file lmmdriftcalculator.hpp.