#include <qle/models/crossassetanalyticsbase.hpp>
Public Member Functions | |
LC4_ (QuantLib::Real c, QuantLib::Real c1, const E1 &e1, QuantLib::Real c2, const E2 &e2, QuantLib::Real c3, const E3 &e3, QuantLib::Real c4, const E4 &e4) | |
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_ |
QuantLib::Real | c4_ |
E4 | e4_ |
linear combination, 4 factors.