normalclvmodel.hpp File Reference

CLV model with a normally distributed kernel process. More...

#include <ql/patterns/lazyobject.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/math/interpolations/lagrangeinterpolation.hpp>
#include <ql/math/matrix.hpp>
#include <ql/time/date.hpp>
#include <ql/functional.hpp>

Go to the source code of this file.

Classes
class	NormalCLVModel
class	NormalCLVModel::MappingFunction
struct	NormalCLVModel::MappingFunction::InterpolationData

Namespaces
namespace	QuantLib

Detailed Description

CLV model with a normally distributed kernel process.

Definition in file normalclvmodel.hpp.