QuantLib: InterpolatedYoYOptionletStripper< Interpolator1D > Class Template Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Protected Attributes | List of all members
InterpolatedYoYOptionletStripper< Interpolator1D > Class Template Reference

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

Inheritance diagram for InterpolatedYoYOptionletStripper< Interpolator1D >:
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## 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_
Protected Attributes inherited from YoYOptionletStripper
boost::shared_ptr< YoYCapFloorTermPriceSurface > | YoYCapFloorTermPriceSurface_
boost::shared_ptr< YoYInflationCapFloorEngine > | p_
Period | lag_
Frequency | frequency_
bool | indexIsInterpolated_

## 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.