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lmlinexpcorrmodel.hpp File Reference


Detailed Description

exponential correlation model for libor market models

Definition in file lmlinexpcorrmodel.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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