#include <qle/models/jyimpliedzeroinflationtermstructure.hpp>

Inheritance diagram for JyImpliedZeroInflationTermStructure:

Public Member Functions
	JyImpliedZeroInflationTermStructure (const boost::shared_ptr< CrossAssetModel > &model, QuantLib::Size index)

QL_DEPRECATED	JyImpliedZeroInflationTermStructure (const boost::shared_ptr< CrossAssetModel > &model, QuantLib::Size index, bool indexIsInterpolated)

Public Member Functions inherited from ZeroInflationModelTermStructure
	ZeroInflationModelTermStructure (const boost::shared_ptr< CrossAssetModel > &model, QuantLib::Size index)

QL_DEPRECATED	ZeroInflationModelTermStructure (const boost::shared_ptr< CrossAssetModel > &model, QuantLib::Size index, bool indexIsInterpolated)

void	update () override

QuantLib::Date	maxDate () const override

QuantLib::Time	maxTime () const override

const QuantLib::Date &	referenceDate () const override

QuantLib::Date	baseDate () const override

virtual void	referenceDate (const QuantLib::Date &d)
	Set the reference date.

void	state (const QuantLib::Array &s)
	Set the current state variables.

void	move (const QuantLib::Date &d, const QuantLib::Array &s)
	Set the current state and move the reference date to date `d`.

Protected Member Functions
ZeroInflationTermStructure interface
QuantLib::Real	zeroRateImpl (QuantLib::Time t) const override

ZeroInflationModelTermStructure interface
void	checkState () const override

Protected Member Functions inherited from ZeroInflationModelTermStructure

Additional Inherited Members
Protected Attributes inherited from ZeroInflationModelTermStructure
boost::shared_ptr< CrossAssetModel >	model_

QuantLib::Size	index_

QL_DEPRECATED bool	indexIsInterpolated_

QuantLib::Date	referenceDate_

QuantLib::Time	relativeTime_

QuantLib::Array	state_

Detailed Description

Jarrow Yildrim (JY) implied zero inflation term structure

Constructor & Destructor Documentation

JyImpliedZeroInflationTermStructure	(	const boost::shared_ptr< CrossAssetModel > &	model,
		QuantLib::Size	index
	)

Constructor taking the cross asset model, model, and the index of the relevant inflation component within the model, index.

void checkState ( ) const

overrideprotectedvirtual

Override this method to perform checks on the state variable array when the state and move methods are called.