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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_optionlet_stripper2.html">OptionletStripper2</a> </li>
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<div class="title">OptionletStripper2 Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::OptionletStripper2" --><!-- doxytag: inherits="QuantLib::OptionletStripper" -->
<p><code>#include <ql/termstructures/volatility/optionlet/optionletstripper2.hpp></code></p>
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Inheritance diagram for OptionletStripper2:</div>
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<p><a href="class_quant_lib_1_1_optionlet_stripper2-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>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a66a507e7be07efad7c13ef1caa92a9c4"></a><!-- doxytag: member="QuantLib::OptionletStripper2::OptionletStripper2" ref="a66a507e7be07efad7c13ef1caa92a9c4" args="(const boost::shared_ptr< OptionletStripper1 > &optionletStripper1, const Handle< CapFloorTermVolCurve > &atmCapFloorTermVolCurve)" -->
 </td><td class="memItemRight" valign="bottom"><b>OptionletStripper2</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_optionlet_stripper1.html">OptionletStripper1</a> > &optionletStripper1, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_curve.html">CapFloorTermVolCurve</a> > &atmCapFloorTermVolCurve)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a001790f551d32100e8098a76d12e5cd9"></a><!-- doxytag: member="QuantLib::OptionletStripper2::atmCapFloorStrikes" ref="a001790f551d32100e8098a76d12e5cd9" args="() const " -->
std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > </td><td class="memItemRight" valign="bottom"><b>atmCapFloorStrikes</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aaebdf5a0002fce7fd614b57066562684"></a><!-- doxytag: member="QuantLib::OptionletStripper2::atmCapFloorPrices" ref="aaebdf5a0002fce7fd614b57066562684" args="() const " -->
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>atmCapFloorPrices</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6befe85f9d38ab74922bc50f8a9370c"></a><!-- doxytag: member="QuantLib::OptionletStripper2::spreadsVol" ref="ad6befe85f9d38ab74922bc50f8a9370c" args="() const " -->
std::vector< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > </td><td class="memItemRight" valign="bottom"><b>spreadsVol</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">LazyObject interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optionlet_stripper2.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Helper class to extend an <a class="el" href="class_quant_lib_1_1_optionlet_stripper1.html">OptionletStripper1</a> object stripping additional optionlet (i.e. caplet/floorlet) volatilities (a.k.a. forward-forward volatilities) from the (cap/floor) At-The-Money term volatilities of a <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_curve.html" title="Cap/floor at-the-money term-volatility vector.">CapFloorTermVolCurve</a>. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::OptionletStripper2::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_optionlet_stripper2.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
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<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>This method must implement any calculations which must be (re)done in order to calculate the desired results. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_lazy_object.html#a572dbe926524786c64db01e31dba7ab8">LazyObject</a>.</p>
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