LC1_< E1 > Struct Template Reference

#include <qle/models/crossassetanalyticsbase.hpp>

Public Member Functions
	LC1_ (QuantLib::Real c, QuantLib::Real c1, const E1 &e1)
Real	eval (const CrossAssetModel *x, const Real t) const

Public Attributes
QuantLib::Real	c_
QuantLib::Real	c1_
E1	e1_

Detailed Description

template<typename E1>
struct QuantExt::CrossAssetAnalytics::LC1_< E1 >

linear combination, 1 factor i.e. c + c1 * factor1.