LC3_< E1, E2, E3 > Struct Template Reference

#include <qle/models/crossassetanalyticsbase.hpp>

Public Member Functions
	LC3_ (QuantLib::Real c, QuantLib::Real c1, const E1 &e1, QuantLib::Real c2, const E2 &e2, QuantLib::Real c3, const E3 &e3)
Real	eval (const CrossAssetModel *x, const Real t) const

Public Attributes
QuantLib::Real	c_
QuantLib::Real	c1_
E1	e1_
QuantLib::Real	c2_
E2	e2_
QuantLib::Real	c3_
E3	e3_

Detailed Description

template<typename E1, typename E2, typename E3>
struct QuantExt::CrossAssetAnalytics::LC3_< E1, E2, E3 >

linear combination, 3 factors.