# Package net.finmath.singleswaprate.model.curves

Additional curves for use in an analytic model, AnalyticModel.
Author:
Christian Fries, Roland Bachl
• Class Summary
Class Description
ExponentialCorrelationCurve
A curve, which models exponential decay of correlation from one point in time to another, according to \[ \max\{e^{c(t-T)}, 1\} \, .