LC2_< E1, E2 > Struct Template Reference

#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_

Detailed Description

template<typename E1, typename E2>
struct QuantExt::CrossAssetAnalytics::LC2_< E1, E2 >

linear combination, 2 factors i.e. c + c1 * factor1 + c2 * factor2.