QuantLib: ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp File Reference

### A free/open-source library for quantitative finance

# ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp File Reference

## Detailed Description

Drift computation for normal Libor market model.

`#include <ql/math/matrix.hpp>`
`#include <ql/models/marketmodels/curvestates/lmmcurvestate.hpp>`
`#include <vector>`

Include dependency graph for lmmnormaldriftcalculator.hpp:

## Namespaces
namespace | QuantLib
## Classes
class | LMMNormalDriftCalculator
| Drift computation for normal Libor market models. More...