getcovariance.hpp File Reference

#include <oh/libraryobject.hpp>
#include <ql/math/matrixutilities/getcovariance.hpp>

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Classes
class	QuantLibAddin::CovarianceDecomposition

Namespaces
	QuantLibAddin

Functions
QuantLib::Matrix	QuantLibAddin::getCovariance (std::vector< double > vols, const QuantLib::Matrix &corr, double tol)