CorrelationValue Class Reference

Wrapper class that extracts a value at a given time from the term structure. More...

#include <qle/termstructures/correlationtermstructure.hpp>

Inheritance diagram for CorrelationValue:

Public Member Functions
	CorrelationValue (const Handle< CorrelationTermStructure > &correlation, const Time t, const Real strike=Null< Real >())
Real	value () const override
bool	isValid () const override
void	update () override

Detailed Description

Wrapper class that extracts a value at a given time from the term structure.