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