CapeTools LMM Volatility/Correlation Models KEYTAGs




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KEYTAG - FunctionName (Excel FunctionName)


ABCDCALC - ABCDCalculator (CT.ABCD.ABCDCalculator)
LMMFIXVMOD - LMMFixedVolModel (CT.MOD.LMMFixedVolModel)
LMMFIXRHO - LMMLinearExpCorrModel (CT.MOD.LMMLinearExpCorrModel)
LMMFIXRHO2 - LMMLinearExpCorrModel2 (CT.MOD.LMMLinearExpCorrModel2)
LMMLEVMOD - LMMLinearExpVolModel (CT.MOD.LMMLinearExpVolModel)
LMMLEVMOD2 - LMMLinearExpVolModel2 (CT.MOD.LMMLinearExpVolModel2)
LMMPRO - LMMProcess (CT.MOD.LMMProcess)
LMMPRO2 - LMMProcess2 (CT.MOD.LMMProcess2)


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