basecorrelationquote.hpp File Reference

wrapper around base correlation term structure for given detachment point More...

#include <ql/errors.hpp>
#include <qle/termstructures/credit/basecorrelationstructure.hpp>
#include <ql/handle.hpp>
#include <ql/quote.hpp>
#include <ql/types.hpp>

Classes
class	BaseCorrelationQuote
	market element whose value depends on two other market element More...

Detailed Description

wrapper around base correlation term structure for given detachment point