InterpolatedYoYOptionletStripper< Interpolator1D > Class Template Reference

### A free/open-source library for quantitative finance

Protected Attributes
InterpolatedYoYOptionletStripper< Interpolator1D > Class Template Reference

`#include <ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp>`

Inheritance diagram for InterpolatedYoYOptionletStripper< Interpolator1D >:
[legend]

List of all members.

## Public Member Functions
virtual void | initialize (const boost::shared_ptr< YoYCapFloorTermPriceSurface > &, const boost::shared_ptr< YoYInflationCapFloorEngine > &, const Real slope) const
| YoYOptionletStripper interface.
virtual Rate | minStrike () const
virtual Rate | maxStrike () const
virtual std::vector< Rate > | strikes () const
virtual std::pair< std::vector < Rate >, std::vector < Volatility > > | slice (const Date &d) const
## Protected Attributes
std::vector< boost::shared_ptr < YoYOptionletVolatilitySurface > > | volCurves_

## Detailed Description

### template<class Interpolator1D>
class QuantLib::InterpolatedYoYOptionletStripper< Interpolator1D >

The interpolated version interpolates along each K (as opposed to fitting a model, say).

Bug:
  Tests currently fail.