INF H component. May relate to real rate portion of JY model or z component of DK model. More...
#include <qle/models/crossassetanalytics.hpp>
Public Member Functions | |
Hy (QuantLib::Size i) | |
QuantLib::Real | eval (const CrossAssetModel *x, const QuantLib::Real t) const |
Public Attributes | |
QuantLib::Size | i_ |
INF H component. May relate to real rate portion of JY model or z component of DK model.