Rechercher une page de manuel
lmconstwrappervolmodel.hpp
Langue: en
Version: 160160 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp - const wrapper for a volatility model for libor market modelsSYNOPSIS
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>
Classes
class LmConstWrapperVolatilityModel
caplet const volatility model
Detailed Description
const wrapper for a volatility model for libor market models
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre