INF zeta component. May relate to real rate portion of JY model or z component of DK model. More...
#include <qle/models/crossassetanalytics.hpp>
Public Member Functions | |
zetay (const Size i) | |
Real | eval (const CrossAssetModel *x, const Real t) const |
Public Attributes | |
const Size | i_ |
INF zeta component. May relate to real rate portion of JY model or z component of DK model.