Gaussian1dCrossAssetAdaptor Class Reference

Gaussian 1d Cross Asset adaptor. More...

#include <qle/models/gaussian1dcrossassetadaptor.hpp>

Inheritance diagram for Gaussian1dCrossAssetAdaptor:

Public Member Functions
	Gaussian1dCrossAssetAdaptor (const QuantLib::ext::shared_ptr< LinearGaussMarkovModel > &model)
	Gaussian1dCrossAssetAdaptor (const Size ccy, const QuantLib::ext::shared_ptr< CrossAssetModel > &model)

Detailed Description

Gaussian 1d Cross Asset adaptor.