comDiffusionIntegrand Struct Reference

#include <qle/models/crossassetanalytics.hpp>

Public Member Functions
	comDiffusionIntegrand (const Time t, const Size i)
Real	eval (const CrossAssetModel &x, const Real u) const

Public Attributes
const Time	t_
const Size	i_

Detailed Description

COM diffusion component in stochastic integral