#include <ored/model/inflation/infjybuilder.hpp>
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::InfJyParameterization > | parameterization () 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 |
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.
InfJyBuilder | ( | const boost::shared_ptr< Market > & | market, |
const boost::shared_ptr< InfJyData > & | data, | ||
const std::string & | configuration = Market::defaultConfiguration , |
||
const std::string & | referenceCalibrationGrid = "" |
||
) |