DatedStrippedOptionletBase Class Reference

Stripped Optionlet base class interface. More...

#include <qle/termstructures/datedstrippedoptionletbase.hpp>

Inheritance diagram for DatedStrippedOptionletBase:

Public Member Functions
virtual const vector< Rate > &	optionletStrikes (Size i) const =0
virtual const vector< Volatility > &	optionletVolatilities (Size i) const =0
virtual const vector< Date > &	optionletFixingDates () const =0
virtual const vector< Time > &	optionletFixingTimes () const =0
virtual Size	optionletMaturities () const =0
virtual const vector< Rate > &	atmOptionletRates () const =0
virtual const Date &	referenceDate () const =0
virtual const DayCounter &	dayCounter () const =0
virtual const Calendar &	calendar () const =0
virtual BusinessDayConvention	businessDayConvention () const =0
virtual VolatilityType	volatilityType () const =0
virtual Real	displacement () const =0

Detailed Description

Stripped Optionlet base class interface.

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

    \ingroup termstructures