Logo
Reference manual - version qle_version
Public Member Functions | Public Attributes | List of all members
P2_< E1, E2 > Struct Template Reference

#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