wrapper around base correlation term structure for given detachment point More...
#include <ql/errors.hpp>
#include <qle/termstructures/credit/basecorrelationstructure.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <ql/types.hpp>
Classes | |
class | BaseCorrelationQuote |
market element whose value depends on two other market element More... | |
wrapper around base correlation term structure for given detachment point