ay Struct Reference

INF alpha component. May relate to real rate portion of JY model or z component of DK model. More...

#include <qle/models/crossassetanalytics.hpp>

Public Member Functions
	ay (QuantLib::Size i)
QuantLib::Real	eval (const CrossAssetModel &x, const QuantLib::Real t) const

Public Attributes
QuantLib::Size	i_

Detailed Description

INF alpha component. May relate to real rate portion of JY model or z component of DK model.