lfmprocess (3) Linux Manual Page

ql/legacy/libormarketmodels/lfmprocess.hpp – stochastic process of a libor forward model

Synopsis

#include <ql/cashflow.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/stochasticprocess.hpp>
#include <ql/legacy/libormarketmodels/lfmcovarparam.hpp>

Classes

class LiborForwardModelProcess
libor-forward-model process

Detailed Description

stochastic process of a libor forward model

Author

Generated automatically by Doxygen for QuantLib from the source code.