Reference manual - version qle_version
QuantExt
CrossAssetAnalytics
P2_
Public Member Functions
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Public Attributes
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List of all members
P2_< E1, E2 > Struct Template Reference
Models
»
Cross Asset Model
#include <qle/models/crossassetanalyticsbase.hpp>
Public Member Functions
P2_
(const E1 &e1, const E2 &e2)
Real
eval
(const
CrossAssetModel
*x, const Real t) const
Public Attributes
const E1 &
e1_
const E2 &
e2_
Detailed Description
template<typename E1, typename E2>
struct QuantExt::CrossAssetAnalytics::P2_< E1, E2 >
product expression, 2 factors
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