jyimpliedzeroinflationtermstructure.hpp File Reference

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

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

Go to the source code of this file.

Classes
class	JyImpliedZeroInflationTermStructure

Namespaces
namespace	QuantExt

Functions
QuantLib::Real	inflationGrowth (const QuantLib::ext::shared_ptr< CrossAssetModel > &model, QuantLib::Size index, QuantLib::Time S, QuantLib::Time T, QuantLib::Real irState, QuantLib::Real rrState, bool indexIsInterpolated)

Detailed Description

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

Definition in file jyimpliedzeroinflationtermstructure.hpp.