spreadedcorrelationcurve.hpp File Reference

Spreaded correlation curve. More...

#include <qle/termstructures/correlationtermstructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>

Classes
class	SpreadedCorrelationCurve
	Spreaded Correlation Curve. More...

Detailed Description

Spreaded correlation curve.