QuantLibAddin::LmLinearExponentialCorrelationModel Class Reference

#include <qlo/correlation.hpp>

Inheritance diagram for QuantLibAddin::LmLinearExponentialCorrelationModel:

Collaboration diagram for QuantLibAddin::LmLinearExponentialCorrelationModel:

Public Member Functions
	LmLinearExponentialCorrelationModel (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Size size, QuantLib::Real rho, QuantLib::Real beta, QuantLib::Size factors, bool permanent)

Constructor & Destructor Documentation

LmLinearExponentialCorrelationModel()

QuantLibAddin::LmLinearExponentialCorrelationModel::LmLinearExponentialCorrelationModel	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	properties,
		QuantLib::Size	size,
		QuantLib::Real	rho,
		QuantLib::Real	beta,
		QuantLib::Size	factors,
		bool	permanent
	)

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The documentation for this class was generated from the following file:

• correlation.hpp