Jarrow Yildrim inflation parameterization. More...
#include <boost/shared_ptr.hpp>
#include <ql/indexes/inflationindex.hpp>
#include <ql/termstructures/inflationtermstructure.hpp>
#include <qle/models/fxbsparametrization.hpp>
#include <qle/models/irlgm1fparametrization.hpp>
Classes | |
class | InfJyParameterization |
Jarrow Yildrim inflation parameterization.