#include <qle/models/crossassetanalyticsbase.hpp>

Collaboration diagram for P4_< E1, E2, E3, E4 >:

Public Member Functions
	P4_ (const E1 &e1, const E2 &e2, const E3 &e3, const E4 &e4)

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

Public Attributes
const E1 &	e1_

const E2 &	e2_

const E3 &	e3_

const E4 &	e4_

Detailed Description

template<typename E1, typename E2, typename E3, typename E4>
struct QuantExt::CrossAssetAnalytics::P4_< E1, E2, E3, E4 >

product expression, 4 factors

Definition at line 71 of file crossassetanalyticsbase.hpp.

Constructor & Destructor Documentation

◆ P4_()

P4_	(	const E1 &	e1,
		const E2 &	e2,
		const E3 &	e3,
		const E4 &	e4
	)

Definition at line 72 of file crossassetanalyticsbase.hpp.

72: e1_(e1), e2_(e2), e3_(e3), e4_(e4) {}

QuantExt::CrossAssetAnalytics::P4_::e3_

const E3 & e3_

Definition: crossassetanalyticsbase.hpp:78

QuantExt::CrossAssetAnalytics::P4_::e4_

const E4 & e4_

Definition: crossassetanalyticsbase.hpp:79

QuantExt::CrossAssetAnalytics::P4_::e2_

const E2 & e2_

Definition: crossassetanalyticsbase.hpp:77

QuantExt::CrossAssetAnalytics::P4_::e1_

const E1 & e1_

Definition: crossassetanalyticsbase.hpp:76

Member Function Documentation

◆ eval()

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

Definition at line 73 of file crossassetanalyticsbase.hpp.

                                                            {
        return e1_.eval(x, t) * e2_.eval(x, t) * e3_.eval(x, t) * e4_.eval(x, t);
    }

Member Data Documentation

◆ e1_

const E1& e1_

Definition at line 76 of file crossassetanalyticsbase.hpp.

◆ e2_

const E2& e2_

Definition at line 77 of file crossassetanalyticsbase.hpp.

◆ e3_

const E3& e3_

Definition at line 78 of file crossassetanalyticsbase.hpp.

◆ e4_

const E4& e4_

Definition at line 79 of file crossassetanalyticsbase.hpp.

Public Member Functions

Public Attributes