StrippedOptionletBase Class Reference

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

Inheritance diagram for StrippedOptionletBase:

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
virtual VolatilityType	volatilityType () const =0
virtual Real	displacement () const =0
Public Member Functions inherited from LazyObject
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
virtual void	calculate () const
virtual void	performCalculations () const =0
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

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