interpolated correlation term structure More...
#include <ql/math/interpolations/backwardflatinterpolation.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>
Classes | |
class | InterpolatedCorrelationCurve< Interpolator > |
CorrelationTermStructure based on interpolation of correlations. More... | |
Typedefs | |
typedef InterpolatedCorrelationCurve< BackwardFlat > | BackwardFlatCorrelationCurve |
typedef InterpolatedCorrelationCurve< Linear > | PiecewiseLinearCorrelationCurve |
interpolated correlation term structure