External module "ql/models/marketmodels/models/flatvol"

flatVolCovariance

• flatVolCovariance(t1: Time, t2: Time, T: Time, S: Time, v1: Volatility, v2: Volatility): Real

• Parameters

  • t1: Time

  • t2: Time

  • T: Time

  • S: Time

  • v1: Volatility

  • v2: Volatility

  Returns Real