InfDkBuilder Class Reference

#include <ored/model/inflation/infdkbuilder.hpp>

Inheritance diagram for InfDkBuilder:

Public Member Functions
	InfDkBuilder (const boost::shared_ptr< ore::data::Market > &market, const boost::shared_ptr< InfDkData > &data, const std::string &configuration=Market::defaultConfiguration, const std::string &referenceCalibrationGrid="", const bool dontCalibrate=false)
Inspectors
std::string	infIndex ()
boost::shared_ptr< QuantExt::InfDkParametrization >	parametrization () const
std::vector< boost::shared_ptr< BlackCalibrationHelper > >	optionBasket () const
Public Member Functions inherited from ModelBuilder
void	recalibrate () const

ModelBuilder interface
void	forceRecalculate () override
bool	requiresRecalibration () const override

Detailed Description

Builder for a Dodgson-Kainth inflation model component

This class is a utility to turn a Dodgson-Kainth inflation model component description into an inflation model parameterization which can be used to instantiate a CrossAssetModel.

Constructor & Destructor Documentation

InfDkBuilder()

InfDkBuilder	(	const boost::shared_ptr< ore::data::Market > &	market,
		const boost::shared_ptr< InfDkData > &	data,
		const std::string &	configuration = Market::defaultConfiguration,
		const std::string &	referenceCalibrationGrid = "",
		const bool	dontCalibrate = false
	)

Constructor

Parameters

market	Market object
data	Dodgson-Kainth inflation model description
configuration	Market configuration to use
referenceCalibrationGrid	The reference calibration grid
dontCalibrate	Flag to use a dummy basecpi for the dependency market run