lfmcovarproxy (3) Linux Manual Page
NAME
ql/legacy/libormarketmodels/lfmcovarproxy.hpp – proxy for libor forward covariance parameterization
SYNOPSIS
#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp>
#include <ql/legacy/libormarketmodels/lmvolmodel.hpp>
#include <ql/legacy/libormarketmodels/lmcorrmodel.hpp>
Classes
class LfmCovarianceProxy
proxy for a libor forward model covariance parameterization
Detailed Description
proxy for libor forward covariance parameterization
Author
Generated automatically by Doxygen for QuantLib from the source code.