infdkparametrization.hpp File Reference

Inflation Dodgson Kainth parametrization. More...

#include <ql/handle.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <qle/models/irlgm1fconstantparametrization.hpp>
#include <qle/models/irlgm1fparametrization.hpp>
#include <qle/models/irlgm1fpiecewiseconstanthullwhiteadaptor.hpp>
#include <qle/models/irlgm1fpiecewiseconstantparametrization.hpp>
#include <qle/models/irlgm1fpiecewiselinearparametrization.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantExt

Typedefs
typedef Lgm1fParametrization< ZeroInflationTermStructure >	InfDkParametrization
typedef Lgm1fConstantParametrization< ZeroInflationTermStructure >	InfDkConstantParametrization
typedef Lgm1fPiecewiseConstantHullWhiteAdaptor< ZeroInflationTermStructure >	InfDkPiecewiseConstantHullWhiteAdaptor
typedef Lgm1fPiecewiseConstantParametrization< ZeroInflationTermStructure >	InfDkPiecewiseConstantParametrization
typedef Lgm1fPiecewiseLinearParametrization< ZeroInflationTermStructure >	InfDkPiecewiseLinearParametrization

Detailed Description

Inflation Dodgson Kainth parametrization.

Definition in file infdkparametrization.hpp.