ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp File Reference

### A free/open-source library for quantitative finance

Classes
ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp File Reference

Drift computation for Libor market model. More...

`#include <ql/math/matrix.hpp>`
`#include <vector>`
Include dependency graph for lmmdriftcalculator.hpp:

## Classes
class | LMMDriftCalculator
| Drift computation for log-normal Libor market models. More...

## Detailed Description

Drift computation for Libor market model.