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lmlinexpcorrmodel.hpp File Reference

exponential correlation model for libor market models More...

#include <ql/legacy/libormarketmodels/lmcorrmodel.hpp>
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Classes

class  QuantLib::LmLinearExponentialCorrelationModel
 linear exponential correlation model More...

Namespaces

namespace  QuantLib

Detailed Description

exponential correlation model for libor market models

Definition in file lmlinexpcorrmodel.hpp.


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