#include <qle/models/crossassetanalyticsbase.hpp>

Collaboration diagram for P5_< E1, E2, E3, E4, E5 >:

Public Member Functions
	P5_ (const E1 &e1, const E2 &e2, const E3 &e3, const E4 &e4, const E5 &e5)

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

Public Attributes
const E1 &	e1_

const E2 &	e2_

const E3 &	e3_

const E4 &	e4_

const E5 &	e5_

Detailed Description

template<typename E1, typename E2, typename E3, typename E4, typename E5>
struct QuantExt::CrossAssetAnalytics::P5_< E1, E2, E3, E4, E5 >

product expression, 5 factors

Definition at line 83 of file crossassetanalyticsbase.hpp.

Constructor & Destructor Documentation

◆ P5_()

P5_	(	const E1 &	e1,
		const E2 &	e2,
		const E3 &	e3,
		const E4 &	e4,
		const E5 &	e5
	)

Definition at line 84 of file crossassetanalyticsbase.hpp.

85 : e1_(e1), e2_(e2), e3_(e3), e4_(e4), e5_(e5) {}

QuantExt::CrossAssetAnalytics::P5_::e3_

const E3 & e3_

Definition: crossassetanalyticsbase.hpp:91

QuantExt::CrossAssetAnalytics::P5_::e4_

const E4 & e4_

Definition: crossassetanalyticsbase.hpp:92

QuantExt::CrossAssetAnalytics::P5_::e2_

const E2 & e2_

Definition: crossassetanalyticsbase.hpp:90

QuantExt::CrossAssetAnalytics::P5_::e1_

const E1 & e1_

Definition: crossassetanalyticsbase.hpp:89

QuantExt::CrossAssetAnalytics::P5_::e5_

const E5 & e5_

Definition: crossassetanalyticsbase.hpp:93

Member Function Documentation

◆ eval()

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

Definition at line 86 of file crossassetanalyticsbase.hpp.

                                                            {
        return e1_.eval(x, t) * e2_.eval(x, t) * e3_.eval(x, t) * e4_.eval(x, t) * e5_.eval(x, t);
    }