P2_< E1, E2 > Struct Template Reference

#include <qle/models/crossassetanalyticsbase.hpp>

Collaboration diagram for P2_< E1, E2 >:

Public Member Functions
	P2_ (const E1 &e1, const E2 &e2)
Real	eval (const CrossAssetModel &x, const Real t) const

Public Attributes
const E1 &	e1_
const E2 &	e2_

Detailed Description

template<typename E1, typename E2>
struct QuantExt::CrossAssetAnalytics::P2_< E1, E2 >

product expression, 2 factors

Definition at line 50 of file crossassetanalyticsbase.hpp.

Constructor & Destructor Documentation

P2_()

P2_	(	const E1 &	e1,
		const E2 &	e2
	)

Definition at line 51 of file crossassetanalyticsbase.hpp.

: e1_(e1), e2_(e2) {}

Member Function Documentation

eval()

Real eval	(	const CrossAssetModel &	x,
		const Real	t
	)		const

Definition at line 52 of file crossassetanalyticsbase.hpp.

                                                            {
        return e1_.eval(x, t) * e2_.eval(x, t);
    }

Member Data Documentation

e1_

const E1& e1_

Definition at line 55 of file crossassetanalyticsbase.hpp.

e2_

const E2& e2_

Definition at line 56 of file crossassetanalyticsbase.hpp.