adaptor class that extracts one irlgm1f component More...
#include <ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp>
#include <qle/models/crossassetmodel.hpp>
#include <qle/models/gaussian1dcrossassetadaptor.hpp>
Classes | |
class | Gaussian1dCrossAssetAdaptor |
Gaussian 1d Cross Asset adaptor. More... | |
adaptor class that extracts one irlgm1f component