P3_< E1, E2, E3 > Struct Template Reference

#include <qle/models/crossassetanalyticsbase.hpp>

Collaboration diagram for P3_< E1, E2, E3 >:

Public Member Functions
	P3_ (const E1 &e1, const E2 &e2, const E3 &e3)
Real	eval (const CrossAssetModel &x, const Real t) const

Public Attributes
const E1 &	e1_
const E2 &	e2_
const E3 &	e3_

Detailed Description

template<typename E1, typename E2, typename E3>
struct QuantExt::CrossAssetAnalytics::P3_< E1, E2, E3 >

product expression, 3 factors

Definition at line 60 of file crossassetanalyticsbase.hpp.

Constructor & Destructor Documentation

P3_()

P3_	(	const E1 &	e1,
		const E2 &	e2,
		const E3 &	e3
	)

Definition at line 61 of file crossassetanalyticsbase.hpp.

: e1_(e1), e2_(e2), e3_(e3) {}

Member Function Documentation

eval()

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

Definition at line 62 of file crossassetanalyticsbase.hpp.

                                                            {
        return e1_.eval(x, t) * e2_.eval(x, t) * e3_.eval(x, t);
    }

Member Data Documentation

e1_

const E1& e1_

Definition at line 65 of file crossassetanalyticsbase.hpp.

e2_

const E2& e2_

Definition at line 66 of file crossassetanalyticsbase.hpp.

e3_

const E3& e3_

Definition at line 67 of file crossassetanalyticsbase.hpp.