zetay Struct Reference

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_

Detailed Description

INF zeta component. May relate to real rate portion of JY model or z component of DK model.