vs Struct Reference

#include <qle/models/crossassetanalytics.hpp>

Collaboration diagram for vs:

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

Public Attributes
const Size	i_

Detailed Description

EQ variance component

Definition at line 574 of file crossassetanalytics.hpp.

Constructor & Destructor Documentation

vs()

vs

(

const Size

i

)

Definition at line 575 of file crossassetanalytics.hpp.

: i_(i) {}

Member Function Documentation

eval()

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

Definition at line 576 of file crossassetanalytics.hpp.

{ return x.eqbs(i_)->variance(t); }

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Member Data Documentation

i_

const Size i_

Definition at line 577 of file crossassetanalytics.hpp.