rzy Struct Reference

#include <qle/models/crossassetanalytics.hpp>

Public Member Functions
	rzy (const Size i, const Size j, QuantLib::Size jOffset=0)
Real	eval (const CrossAssetModel *x, const Real) const

Public Attributes
const Size	i_
const Size	j_
QuantLib::Size	jOffset_

Detailed Description

IR-INF correlation component