#include <qle/models/jyimpliedzeroinflationtermstructure.hpp>

Inheritance diagram for JyImpliedZeroInflationTermStructure:

Public Member Functions
	JyImpliedZeroInflationTermStructure (const QuantLib::ext::shared_ptr< CrossAssetModel > &model, QuantLib::Size index)
Public Member Functions inherited from ZeroInflationModelTermStructure
	ZeroInflationModelTermStructure (const QuantLib::ext::shared_ptr< CrossAssetModel > &model, QuantLib::Size index)
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`.
void	enableCache (const bool b=true) const
virtual void	clearCache () const

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

Additional Inherited Members
QuantLib::ext::shared_ptr< CrossAssetModel >	model_
QuantLib::Size	index_
QuantLib::Date	referenceDate_
QuantLib::Time	relativeTime_
QuantLib::Array	state_
bool	enableCache_ = false

Detailed Description

Jarrow Yildrim (JY) implied zero inflation term structure

Constructor & Destructor Documentation

JyImpliedZeroInflationTermStructure	(	const QuantLib::ext::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.