vy Struct Reference

JY INF index variance component. More...

#include <qle/models/crossassetanalytics.hpp>

Public Member Functions
	vy (QuantLib::Size i)
QuantLib::Real	eval (const CrossAssetModel *x, const QuantLib::Real t) const

Public Attributes
QuantLib::Size	i_

Detailed Description

JY INF index variance component.