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<li class="navelem"><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_stripper.html">YoYOptionletStripper</a> </li>
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<!-- doxytag: class="QuantLib::YoYOptionletStripper" -->
<p>Interface for inflation cap stripping, i.e. from price surfaces.
<a href="class_quant_lib_1_1_yo_y_optionlet_stripper.html#details">More...</a></p>
<p><code>#include <ql/experimental/inflation/yoyoptionletstripper.hpp></code></p>
<div class="dynheader">
Inheritance diagram for YoYOptionletStripper:</div>
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<div class="center"><img src="class_quant_lib_1_1_yo_y_optionlet_stripper__inherit__graph.png" border="0" usemap="#_yo_y_optionlet_stripper_inherit__map" alt="Inheritance graph"/></div>
<map name="_yo_y_optionlet_stripper_inherit__map" id="_yo_y_optionlet_stripper_inherit__map">
<area shape="rect" id="node3" href="class_quant_lib_1_1_interpolated_yo_y_optionlet_stripper.html" title="InterpolatedYoYOptionletStripper\< Interpolator1D \>" alt="" coords="5,86,320,117"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_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="a5188210fcbaf217a55550e96c4909cfc"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::initialize" ref="a5188210fcbaf217a55550e96c4909cfc" args="(const boost::shared_ptr< YoYCapFloorTermPriceSurface > &, const boost::shared_ptr< YoYInflationCapFloorEngine > &, const Real slope) const =0" -->
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_yo_y_optionlet_stripper.html#a5188210fcbaf217a55550e96c4909cfc">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 =0</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="aaa54e38ec0aabcec3de3342602c4015f"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::minStrike" ref="aaa54e38ec0aabcec3de3342602c4015f" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>minStrike</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a50d3c0b68286f6b64878e8c785822805"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::maxStrike" ref="a50d3c0b68286f6b64878e8c785822805" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>maxStrike</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac959cc382e922f194db0da80ec9984d5"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::strikes" ref="ac959cc382e922f194db0da80ec9984d5" args="() const =0" -->
virtual std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > </td><td class="memItemRight" valign="bottom"><b>strikes</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aea33d9a19826d827d20a9e73fe51298c"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::slice" ref="aea33d9a19826d827d20a9e73fe51298c" args="(const Date &d) const =0" -->
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 =0</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="a00255991256f6fec3441db08a8837786"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::YoYCapFloorTermPriceSurface_" ref="a00255991256f6fec3441db08a8837786" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_yo_y_cap_floor_term_price_surface.html">YoYCapFloorTermPriceSurface</a> > </td><td class="memItemRight" valign="bottom"><b>YoYCapFloorTermPriceSurface_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae5a227abb7c15c490444779d0692bf03"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::p_" ref="ae5a227abb7c15c490444779d0692bf03" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_yo_y_inflation_cap_floor_engine.html">YoYInflationCapFloorEngine</a> > </td><td class="memItemRight" valign="bottom"><b>p_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a686092ffaa2ce9ba65a854d47a710a2b"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::lag_" ref="a686092ffaa2ce9ba65a854d47a710a2b" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>lag_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::frequency_" ref="ae358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5efd9d78315713e82ef9c956ebe86eb4"></a><!-- doxytag: member="QuantLib::YoYOptionletStripper::indexIsInterpolated_" ref="a5efd9d78315713e82ef9c956ebe86eb4" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>indexIsInterpolated_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Interface for inflation cap stripping, i.e. from price surfaces. </p>
<p>Strippers return K slices of the volatility surface at a given T. In initialize they actually do the stripping along each K. </p>
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