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pcaspersjenkins
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QPR-8566 typo
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QuantExt/qle/processes/crossassetstateprocess.cpp

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -931,7 +931,7 @@ Matrix CrossAssetStateProcess::ExactDiscretization::covarianceImpl(const Stochas
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for (Size i = 0; i < n; ++i) {
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for (Size j = 0; j < u; ++j) {
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setValue(res, ir_crstate_covariance(model_, i, j, t0, dt), model_, CrossAssetModel::AssetType::IR, i,
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CrossAssetModel::AssetType::FX, j, 0, 0);
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CrossAssetModel::AssetType::CrState, j, 0, 0);
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}
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}
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for (Size i = 0; i < m; ++i) {

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