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Reference manual - version ored_version
Public Types | Public Member Functions | List of all members
InfJyBuilder Class Reference

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

+ Inheritance diagram for InfJyBuilder:

Public Types

using Helpers = std::vector< boost::shared_ptr< QuantLib::CalibrationHelper > >
 

Public Member Functions

 InfJyBuilder (const boost::shared_ptr< Market > &market, const boost::shared_ptr< InfJyData > &data, const std::string &configuration=Market::defaultConfiguration, const std::string &referenceCalibrationGrid="")
 
Inspectors
std::string inflationIndex () const
 
boost::shared_ptr< QuantExt::InfJyParameterizationparameterization () const
 
Helpers realRateBasket () const
 
Helpers indexBasket () const
 
- Public Member Functions inherited from ModelBuilder
void recalibrate () const
 

ModelBuilder interface

void forceRecalculate () override
 
bool requiresRecalibration () const override
 

Detailed Description

Builder for a Jarrow Yildrim inflation model component

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

Constructor & Destructor Documentation

◆ InfJyBuilder()

InfJyBuilder ( const boost::shared_ptr< Market > &  market,
const boost::shared_ptr< InfJyData > &  data,
const std::string &  configuration = Market::defaultConfiguration,
const std::string &  referenceCalibrationGrid = "" 
)

Constructor

Parameters
marketMarket object
dataJarrow Yildrim inflation model description
configurationMarket configuration to use
referenceCalibrationGridThe reference calibration grid