gaussian1dcrossassetadaptor.hpp File Reference

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...

Detailed Description

adaptor class that extracts one irlgm1f component