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

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