JyYoYInflationCouponPricer Class Reference

JY pricer for YoY inflation coupons. More...

#include <qle/cashflows/jyyoyinflationcouponpricer.hpp>

Inheritance diagram for JyYoYInflationCouponPricer:

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

Detailed Description

JY pricer for YoY inflation coupons.

Constructor & Destructor Documentation

JyYoYInflationCouponPricer()

JyYoYInflationCouponPricer	(	const QuantLib::ext::shared_ptr< CrossAssetModel > &	model,
		QuantLib::Size	index )

Constructor

Parameters

model	the cross asset model to be used in the valuation.
index	the index of the inflation component to use within the cross asset model.