gaussian1dcrossassetadaptor.hpp File Reference

adaptor class that extracts one irlgm1f component More...

#include <ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp>
#include <qle/models/crossassetmodel.hpp>
#include <qle/models/gaussian1dcrossassetadaptor.hpp>

Go to the source code of this file.

Classes
class	Gaussian1dCrossAssetAdaptor
	Gaussian 1d Cross Asset adaptor. More...

Namespaces
namespace	QuantExt

Detailed Description

adaptor class that extracts one irlgm1f component

Definition in file gaussian1dcrossassetadaptor.hpp.