StrippedOptionletBase Class Referenceabstract

#include <ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp>

Inheritance diagram for StrippedOptionletBase:

Public Member Functions

virtual const std::vector< Rate > & optionletStrikes (Size i) const =0
 
virtual const std::vector
< Volatility > & 
optionletVolatilities (Size i) const =0
 
virtual const std::vector< Date > & optionletFixingDates () const =0
 
virtual const std::vector< Time > & optionletFixingTimes () const =0
 
virtual Size optionletMaturities () const =0
 
virtual const std::vector< Rate > & atmOptionletRates () const =0
 
virtual DayCounter dayCounter () const =0
 
virtual Calendar calendar () const =0
 
virtual Natural settlementDays () const =0
 
virtual BusinessDayConvention businessDayConvention () const =0
 
- Public Member Functions inherited from LazyObject
void update ()
 
void recalculate ()
 
void freeze ()
 
void unfreeze ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Additional Inherited Members

- Protected Member Functions inherited from LazyObject
virtual void calculate () const
 
virtual void performCalculations () const =0
 
- Protected Attributes inherited from LazyObject
bool calculated_
 
bool frozen_
 

Detailed Description

Abstract base class interface for a (time indexed) vector of (strike indexed) optionlet (i.e. caplet/floorlet) volatilities.