jyimpliedyoyinflationtermstructure.hpp File Reference

year on year inflation term structure implied by a Jarrow Yildrim (JY) model More...

#include <qle/models/crossassetmodel.hpp>
#include <qle/models/yoyinflationmodeltermstructure.hpp>

Go to the source code of this file.

Classes
class	JyImpliedYoYInflationTermStructure

Namespaces
namespace	QuantExt

Detailed Description

year on year inflation term structure implied by a Jarrow Yildrim (JY) model

Definition in file jyimpliedyoyinflationtermstructure.hpp.