Uses of Class
org.quantlib.PiecewiseConstantCorrelation
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Uses of PiecewiseConstantCorrelation in org.quantlib
Subclasses of PiecewiseConstantCorrelation in org.quantlib Modifier and Type Class Description classExponentialForwardCorrelationMethods in org.quantlib with parameters of type PiecewiseConstantCorrelation Modifier and Type Method Description protected static longPiecewiseConstantCorrelation. getCPtr(PiecewiseConstantCorrelation obj)Constructors in org.quantlib with parameters of type PiecewiseConstantCorrelation Constructor Description AbcdVol(double a, double b, double c, double d, DoubleVector ks, PiecewiseConstantCorrelation corr, EvolutionDescription evolution, long numberOfFactors, DoubleVector initialRates, DoubleVector displacements)
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