correlations.md

Correlations

Correlation Term Structure Type

DiffFusion.CorrelationTermstructure

DiffFusion.CorrelationHolder

DiffFusion.correlation_holder

Functions

Call operator for CorrelationTermstructure is defined as

(ts::CorrelationTermstructure)(args...) = correlation(ts, args...)

DiffFusion.correlation

DiffFusion.correlation_key

DiffFusion.set_correlation!

DiffFusion.get