struct xf::fintech::lmmModelParamsΒΆ

#include "lmm.hpp"

Class with LMM constants used in the LMM engine.

struct lmmModelParams

    // direct descendants

    template <
        typename DT,
        unsigned NF,
        unsigned MAX_TENORS
        >
    struct xf::fintech::lmmModelData

// fields

static constexpr double tau
static constexpr double sqrtTau