- QuantLib
- OptionletStripper
 
#include <ql/termstructures/volatility/optionlet/optionletstripper.hpp>

| Public Member Functions | |
| const std::vector< Period > & | optionletFixingTenors () const | 
| const std::vector< Date > & | optionletPaymentDates () const | 
| const std::vector< Time > & | optionletAccrualPeriods () const | 
| boost::shared_ptr < CapFloorTermVolSurface > | termVolSurface () const | 
| boost::shared_ptr< IborIndex > | iborIndex () const | 
| StrippedOptionletBase interface | |
| const std::vector< Rate > & | optionletStrikes (Size i) const | 
| const std::vector< Volatility > & | optionletVolatilities (Size i) const | 
| const std::vector< Date > & | optionletFixingDates () const | 
| const std::vector< Time > & | optionletFixingTimes () const | 
| Size | optionletMaturities () const | 
| const std::vector< Rate > & | atmOptionletRates () const | 
| DayCounter | dayCounter () const | 
| Calendar | calendar () const | 
| Natural | settlementDays () const | 
| BusinessDayConvention | businessDayConvention () const | 
| Protected Member Functions | |
| OptionletStripper (const boost::shared_ptr< CapFloorTermVolSurface > &, const boost::shared_ptr< IborIndex > &iborIndex_) | |
| Protected Attributes | |
| const boost::shared_ptr < CapFloorTermVolSurface > | termVolSurface_ | 
| const boost::shared_ptr < IborIndex > | iborIndex_ | 
| Size | nStrikes_ | 
| Size | nOptionletTenors_ | 
| std::vector< std::vector< Rate > > | optionletStrikes_ | 
| std::vector< std::vector < Volatility > > | optionletVolatilities_ | 
| std::vector< Time > | optionletTimes_ | 
| std::vector< Date > | optionletDates_ | 
| std::vector< Period > | optionletTenors_ | 
| std::vector< Rate > | atmOptionletRate_ | 
| std::vector< Date > | optionletPaymentDates_ | 
| std::vector< Time > | optionletAccrualPeriods_ | 
| std::vector< Period > | capFloorLengths_ | 
StrippedOptionletBase specialization. It's up to derived classes to implement LazyObject::performCalculations