InterpolatedYoYOptionletStripper< Interpolator1D > Class Template Reference

#include <ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp>

Inheritance diagram for InterpolatedYoYOptionletStripper< Interpolator1D >:

List of all members.

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< Ratestrikes () const
virtual std::pair< std::vector
< Rate >, std::vector
< Volatility > > 
slice (const Date &d) const

Protected Attributes

std::vector< boost::shared_ptr
< YoYOptionletVolatilitySurface > > 
volCurves_

Detailed Description

template<class Interpolator1D>
class QuantLib::InterpolatedYoYOptionletStripper< Interpolator1D >

The interpolated version interpolates along each K (as opposed to fitting a model, say).

Bug:
Tests currently fail.