- QuantLib
- InterpolatedYoYOptionletStripper
 
#include <ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp>

| Public Member Functions | |
| virtual void | initialize (const boost::shared_ptr< YoYCapFloorTermPriceSurface > &, const boost::shared_ptr< YoYInflationCapFloorEngine > &, const Real slope) const | 
| YoYOptionletStripper interface. | |
| virtual Rate | minStrike () const | 
| virtual Rate | maxStrike () const | 
| virtual std::vector< Rate > | strikes () const | 
| virtual std::pair< std::vector < Rate >, std::vector < Volatility > > | slice (const Date &d) const | 
| Protected Attributes | |
| std::vector< boost::shared_ptr < YoYOptionletVolatilitySurface > > | volCurves_ | 
The interpolated version interpolates along each K (as opposed to fitting a model, say).