StrippedOptionletBase Class Reference

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

Inheritance diagram for StrippedOptionletBase:

List of all members.

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


Detailed Description

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