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Reference manual - version qle_version
YoYOptionletSurfaceStripper Class Reference

Public Member Functions

QuantLib::ext::shared_ptr< QuantLib::YoYOptionletVolatilitySurface > operator() (const QuantLib::ext::shared_ptr< QuantLib::YoYCapFloorTermPriceSurface > &priceSurface, const QuantLib::ext::shared_ptr< QuantLib::YoYInflationIndex > &index, const QuantLib::Handle< QuantLib::YieldTermStructure > &discountCurve, double accuracy, double globalAccuracy, size_t maxAttemps, double maxFactor, double minFactor, bool dontThrow, size_t dontThrowSteps) const