namespace
QuantLib { class CMSwapCurveState; //! Drift computation for CMS market models /*! Returns the drift \f$ \mu \Delta t \f$.See Mark Joshi, <i>Rapid Computation of Drifts in a
Reduced Factor Libor Market Model</i>, Wilmott Magazine,
May 2003.
*/
class CMSMMDriftCalculator { public:...
///////////////////////////////////////////////////////////////////////////
I found that in many other classes.
__________________________________________________
Commonwealth Bank
Fabrice Lecuyer
Quantitative
Analyst
Global Market & Treasury
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