Inheritance diagram for InfJyParameterization:

Public Member Functions
	InfJyParameterization (boost::shared_ptr< Lgm1fParametrization< QuantLib::ZeroInflationTermStructure >> realRate, boost::shared_ptr< FxBsParametrization > index, boost::shared_ptr< QuantLib::ZeroInflationIndex > inflationIndex)

Inspectors
boost::shared_ptr< Lgm1fParametrization< QuantLib::ZeroInflationTermStructure > >	realRate () const

boost::shared_ptr< FxBsParametrization >	index () const

boost::shared_ptr< QuantLib::ZeroInflationIndex >	inflationIndex () const

Size	numberOfParameters () const override

Public Member Functions inherited from Parametrization
	Parametrization (const Currency &currency, const std::string &name="")

virtual const Currency &	currency () const

virtual const Array &	parameterTimes (const Size) const

virtual Array	parameterValues (const Size) const

virtual const boost::shared_ptr< Parameter >	parameter (const Size) const

const std::string &	name () const

virtual Real	direct (const Size, const Real x) const

virtual Real	inverse (const Size, const Real y) const

Parametrization interface
const QuantLib::Array &	parameterTimes (const QuantLib::Size i) const override

const boost::shared_ptr< QuantLib::Parameter >	parameter (const QuantLib::Size i) const override

void	update () const override

QuantLib::Real	direct (const QuantLib::Size i, const QuantLib::Real x) const override

QuantLib::Real	inverse (const QuantLib::Size i, const QuantLib::Real y) const override

Additional Inherited Members
Protected Member Functions inherited from Parametrization
Time	tr (const Time t) const

Time	tl (const Time t) const

Time	tr2 (const Time t) const

Time	tm2 (const Time t) const

Time	tl2 (const Time t) const

Protected Attributes inherited from Parametrization
const Real	h_

const Real	h2_

Member Function Documentation

◆ update()

void update ( ) const

overridevirtual

this method should be called when input parameters linked via references or pointers change in order to ensure consistent results

Reimplemented from Parametrization.

Size numberOfParameters ( ) const

overridevirtual

the number of parameters in this parametrization

Reimplemented from Parametrization.