Gaussian 1d Cross Asset adaptor. More...
#include <qle/models/gaussian1dcrossassetadaptor.hpp>
Public Member Functions | |
Gaussian1dCrossAssetAdaptor (const boost::shared_ptr< LinearGaussMarkovModel > &model) | |
Gaussian1dCrossAssetAdaptor (const Size ccy, const boost::shared_ptr< CrossAssetModel > &model) | |
Gaussian 1d Cross Asset adaptor.