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<title>InterpolatedYoYOptionletStripper< Interpolator1D > Class Template Reference</title>
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<li class="navelem"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper.html">InterpolatedYoYOptionletStripper</a> </li>
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<div class="title">InterpolatedYoYOptionletStripper< Interpolator1D > Class Template Reference</div> </div>
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<!-- doxytag: class="QuantLib::InterpolatedYoYOptionletStripper" --><!-- doxytag: inherits="QuantLib::YoYOptionletStripper" -->
<p><code>#include <ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp></code></p>
<div class="dynheader">
Inheritance diagram for InterpolatedYoYOptionletStripper< Interpolator1D >:</div>
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<div class="center"><img src="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper__inherit__graph.png" border="0" usemap="#_interpolated_yo_y_optionlet_stripper_3_01_interpolator1_d_01_4_inherit__map" alt="Inheritance graph"/></div>
<map name="_interpolated_yo_y_optionlet_stripper_3_01_interpolator1_d_01_4_inherit__map" id="_interpolated_yo_y_optionlet_stripper_3_01_interpolator1_d_01_4_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_yo_y_optionlet_stripper.html" title="Interface for inflation cap stripping, i.e. from price surfaces." alt="" coords="92,6,233,37"/></map>
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<p><a href="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
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<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa5a448819773b424b8521378875e245d"></a><!-- doxytag: member="QuantLib::InterpolatedYoYOptionletStripper::initialize" ref="aa5a448819773b424b8521378875e245d" args="(const boost::shared_ptr< YoYCapFloorTermPriceSurface > &, const boost::shared_ptr< YoYInflationCapFloorEngine > &, const Real slope) const " -->
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper.html#aa5a448819773b424b8521378875e245d">initialize</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yo_y_cap_floor_term_price_surface.html">YoYCapFloorTermPriceSurface</a> > &, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor_engine.html">YoYInflationCapFloorEngine</a> > &, const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> slope) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_stripper.html" title="Interface for inflation cap stripping, i.e. from price surfaces.">YoYOptionletStripper</a> interface. <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5e7f4a8423be791d84c2f637f5f36309"></a><!-- doxytag: member="QuantLib::InterpolatedYoYOptionletStripper::minStrike" ref="a5e7f4a8423be791d84c2f637f5f36309" args="() const " -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>minStrike</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a665e35ebe818f3866d6a3946ed399432"></a><!-- doxytag: member="QuantLib::InterpolatedYoYOptionletStripper::maxStrike" ref="a665e35ebe818f3866d6a3946ed399432" args="() const " -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>maxStrike</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1b89821fd50ae8ad7335bb45f0f7ecf4"></a><!-- doxytag: member="QuantLib::InterpolatedYoYOptionletStripper::strikes" ref="a1b89821fd50ae8ad7335bb45f0f7ecf4" args="() const " -->
virtual std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > </td><td class="memItemRight" valign="bottom"><b>strikes</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a60ca89e5837b7d2c7c9ba70ee7205c36"></a><!-- doxytag: member="QuantLib::InterpolatedYoYOptionletStripper::slice" ref="a60ca89e5837b7d2c7c9ba70ee7205c36" args="(const Date &d) const " -->
virtual std::pair< std::vector<br class="typebreak"/>
< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> >, std::vector<br class="typebreak"/>
< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > > </td><td class="memItemRight" valign="bottom"><b>slice</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &d) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a68d09683d1d81976f36525127d668ff1"></a><!-- doxytag: member="QuantLib::InterpolatedYoYOptionletStripper::volCurves_" ref="a68d09683d1d81976f36525127d668ff1" args="" -->
std::vector< boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_yo_y_optionlet_volatility_surface.html">YoYOptionletVolatilitySurface</a> > > </td><td class="memItemRight" valign="bottom"><b>volCurves_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><h3>template<class Interpolator1D><br/>
class QuantLib::InterpolatedYoYOptionletStripper< Interpolator1D ></h3>
<p>The interpolated version interpolates along each K (as opposed to fitting a model, say).</p>
<dl class="bug"><dt><b><a class="el" href="bug.html#_bug000001">Bug:</a></b></dt><dd>Tests currently fail. </dd></dl>
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