A free/open-source library for quantitative finance
Reference manual - version 1.20
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A free/open-source library for quantitative finance
Reference manual - version 1.20
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#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 () |
| void | recalculate () |
| void | freeze () |
| void | unfreeze () |
| void | alwaysForwardNotifications () |
| Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| 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 boost::unordered_set< ext::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
| Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () const |
| virtual void | performCalculations () const =0 |
| Protected Attributes inherited from LazyObject | |
| bool | calculated_ |
| bool | frozen_ |
| bool | alwaysForward_ |
Abstract base class interface for a (time indexed) vector of (strike indexed) optionlet (i.e. caplet/floorlet) volatilities.
