#include <qle/models/crossassetanalyticsbase.hpp>
Public Member Functions | |
LC2_ (QuantLib::Real c, QuantLib::Real c1, const E1 &e1, QuantLib::Real c2, const E2 &e2) | |
Real | eval (const CrossAssetModel *x, const Real t) const |
Public Attributes | |
QuantLib::Real | c_ |
QuantLib::Real | c1_ |
E1 | e1_ |
QuantLib::Real | c2_ |
E2 | e2_ |
linear combination, 2 factors i.e. c + c1 * factor1 + c2 * factor2.