al Struct Reference

#include <qle/models/crossassetanalytics.hpp>

Collaboration diagram for al:

Public Member Functions
	al (const Size i)
Real	eval (const CrossAssetModel &x, const Real t) const

Public Attributes
const Size	i_

Detailed Description

CR alpha component

Definition at line 553 of file crossassetanalytics.hpp.

Constructor & Destructor Documentation

al()

al

(

const Size

i

)

Definition at line 554 of file crossassetanalytics.hpp.

: i_(i) {}

Member Function Documentation

eval()

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

Definition at line 555 of file crossassetanalytics.hpp.

{ return x.crlgm1f(i_)->alpha(t); }

Here is the call graph for this function:

Member Data Documentation

i_

const Size i_

Definition at line 556 of file crossassetanalytics.hpp.