#include <ql/termstructures/volatility/optionlet/strippedoptionlet.hpp>
Inheritance diagram for StrippedOptionlet:Public Member Functions | |
| StrippedOptionlet (Natural settlementDays, const Calendar &calendar, BusinessDayConvention bdc, const boost::shared_ptr< IborIndex > &iborIndex, const std::vector< Date > &optionletDates, const std::vector< Rate > &strikes, const std::vector< std::vector< Handle< Quote > > > &, const DayCounter &dc, VolatilityType type=ShiftedLognormal, Real displacement=0.0) | |
| VolatilityType | volatilityType () const |
| Real | displacement () 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 |
Public Member Functions inherited from LazyObject | |
| void | update () |
| void | recalculate () |
| void | freeze () |
| void | unfreeze () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
| void | registerWithObservables (const boost::shared_ptr< Observer > &) |
| Size | unregisterWith (const boost::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () const |
Protected Attributes inherited from LazyObject | |
| bool | calculated_ |
| bool | frozen_ |
Helper class to wrap in a StrippedOptionletBase object a matrix of exogenously calculated optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities).