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<div id="projectbrief">A free/open-source library for quantitative finance</div>
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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_optionlet_stripper2.html">OptionletStripper2</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_optionlet_stripper2-members.html">List of all members</a> </div>
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<div class="title">OptionletStripper2 Class Reference</div> </div>
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<p><code>#include <ql/termstructures/volatility/optionlet/optionletstripper2.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for OptionletStripper2:</div>
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:aea31191360c90360cf6a4f08eecb9ae9"><td class="memItemLeft" align="right" valign="top"><a id="aea31191360c90360cf6a4f08eecb9ae9"></a>
 </td><td class="memItemRight" valign="bottom"><b>OptionletStripper2</b> (const ext::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>
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<tr class="memitem:a887bb8a25d52ef8f957012c8224087b0"><td class="memItemLeft" align="right" valign="top"><a id="a887bb8a25d52ef8f957012c8224087b0"></a>
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 class="separator:a887bb8a25d52ef8f957012c8224087b0"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab4b11080ef0ad9be3e4b66ed92d008a1"><td class="memItemLeft" align="right" valign="top"><a id="ab4b11080ef0ad9be3e4b66ed92d008a1"></a>
std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > </td><td class="memItemRight" valign="bottom"><b>atmCapFloorPrices</b> () const</td></tr>
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<tr class="memitem:a0177fce5d22da82a244bf693f064f0a5"><td class="memItemLeft" align="right" valign="top"><a id="a0177fce5d22da82a244bf693f064f0a5"></a>
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 class="separator:a0177fce5d22da82a244bf693f064f0a5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_optionlet_stripper"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_optionlet_stripper')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_optionlet_stripper.html">OptionletStripper</a></td></tr>
<tr class="memitem:ade42759eab06b4f139ecd60595b9cc49 inherit pub_methods_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="ade42759eab06b4f139ecd60595b9cc49"></a>
const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>optionletStrikes</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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<tr class="memitem:a46ae72fe48b3d9b86ba88484d964b297 inherit pub_methods_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a46ae72fe48b3d9b86ba88484d964b297"></a>
const std::vector< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > & </td><td class="memItemRight" valign="bottom"><b>optionletVolatilities</b> (<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> i) const</td></tr>
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const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>optionletFixingDates</b> () const</td></tr>
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const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>optionletFixingTimes</b> () const</td></tr>
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<tr class="memitem:a872a9c1135e8b957d06b0101a777dbeb inherit pub_methods_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a872a9c1135e8b957d06b0101a777dbeb"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>optionletMaturities</b> () const</td></tr>
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const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > & </td><td class="memItemRight" valign="bottom"><b>atmOptionletRates</b> () const</td></tr>
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<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const</td></tr>
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<a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><b>calendar</b> () const</td></tr>
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<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>settlementDays</b> () const</td></tr>
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<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> </td><td class="memItemRight" valign="bottom"><b>businessDayConvention</b> () const</td></tr>
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const std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > & </td><td class="memItemRight" valign="bottom"><b>optionletFixingTenors</b> () const</td></tr>
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const std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > & </td><td class="memItemRight" valign="bottom"><b>optionletPaymentDates</b> () const</td></tr>
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const std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > & </td><td class="memItemRight" valign="bottom"><b>optionletAccrualPeriods</b> () const</td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html">CapFloorTermVolSurface</a> > </td><td class="memItemRight" valign="bottom"><b>termVolSurface</b> () const</td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > </td><td class="memItemRight" valign="bottom"><b>iborIndex</b> () const</td></tr>
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<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>displacement</b> () const</td></tr>
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VolatilityType </td><td class="memItemRight" valign="bottom"><b>volatilityType</b> () const</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="memitem:a467a786be42a2165aa15a26709674547 inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a467a786be42a2165aa15a26709674547">recalculate</a> ()</td></tr>
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<tr class="memitem:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#abd8698b462ce90fe56b15ce7a0192d3e">freeze</a> ()</td></tr>
<tr class="separator:abd8698b462ce90fe56b15ce7a0192d3e inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a26c02da24a82bc72024a8e8d48af0fca inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a26c02da24a82bc72024a8e8d48af0fca">unfreeze</a> ()</td></tr>
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<tr class="memitem:a2ee394ca135f85485023ce3dc037149c inherit pub_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a2ee394ca135f85485023ce3dc037149c">alwaysForwardNotifications</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
LazyObject interface</h2></td></tr>
<tr class="memitem:a33f04fb3ac37abe7c9c6032cff611745"><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#a33f04fb3ac37abe7c9c6032cff611745">performCalculations</a> () const</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_optionlet_stripper"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_optionlet_stripper')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_optionlet_stripper.html">OptionletStripper</a></td></tr>
<tr class="memitem:a2f90c922cb885bf9966bb95cd2970fa5 inherit pro_methods_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a2f90c922cb885bf9966bb95cd2970fa5"></a>
 </td><td class="memItemRight" valign="bottom"><b>OptionletStripper</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html">CapFloorTermVolSurface</a> > &, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > &iborIndex_, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discount=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> >(), VolatilityType type=ShiftedLognormal, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> displacement=0.0)</td></tr>
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<tr class="inherit_header pro_methods_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:a082ff96da379d5e17436372ccb3c0972 inherit pro_methods_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_lazy_object.html#a082ff96da379d5e17436372ccb3c0972">calculate</a> () const</td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_optionlet_stripper')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_optionlet_stripper.html">OptionletStripper</a></td></tr>
<tr class="memitem:af274b6e7a80ec6220b9be0f573917ebc inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="af274b6e7a80ec6220b9be0f573917ebc"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_cap_floor_term_vol_surface.html">CapFloorTermVolSurface</a> > </td><td class="memItemRight" valign="bottom"><b>termVolSurface_</b></td></tr>
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ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_ibor_index.html">IborIndex</a> > </td><td class="memItemRight" valign="bottom"><b>iborIndex_</b></td></tr>
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<tr class="memitem:a42418822361f7c1c04a78b99efb36016 inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a42418822361f7c1c04a78b99efb36016"></a>
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>discount_</b></td></tr>
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<tr class="memitem:a67ae5ca8c9285c2e266d0472b1c1e7ad inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a67ae5ca8c9285c2e266d0472b1c1e7ad"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>nStrikes_</b></td></tr>
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<tr class="memitem:af63bf0c780bf6fb48dca01de652bcd36 inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="af63bf0c780bf6fb48dca01de652bcd36"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>nOptionletTenors_</b></td></tr>
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<tr class="memitem:ad326a486270bf61958c6e5cfd41b4af6 inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="ad326a486270bf61958c6e5cfd41b4af6"></a>
std::vector< std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > > </td><td class="memItemRight" valign="bottom"><b>optionletStrikes_</b></td></tr>
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std::vector< std::vector< <a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> > > </td><td class="memItemRight" valign="bottom"><b>optionletVolatilities_</b></td></tr>
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std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>optionletTimes_</b></td></tr>
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<tr class="memitem:a90d9e439fb5ebe3ecf3fece2945cce6f inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a90d9e439fb5ebe3ecf3fece2945cce6f"></a>
std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>optionletDates_</b></td></tr>
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<tr class="memitem:a6f6701abeb60a26972389b8ce0d52c0a inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a6f6701abeb60a26972389b8ce0d52c0a"></a>
std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > </td><td class="memItemRight" valign="bottom"><b>optionletTenors_</b></td></tr>
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<tr class="memitem:a23e84c781ddae11d094ab2efb1cb4198 inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="a23e84c781ddae11d094ab2efb1cb4198"></a>
std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > </td><td class="memItemRight" valign="bottom"><b>atmOptionletRate_</b></td></tr>
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std::vector< <a class="el" href="class_quant_lib_1_1_date.html">Date</a> > </td><td class="memItemRight" valign="bottom"><b>optionletPaymentDates_</b></td></tr>
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std::vector< <a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> > </td><td class="memItemRight" valign="bottom"><b>optionletAccrualPeriods_</b></td></tr>
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std::vector< <a class="el" href="class_quant_lib_1_1_period.html">Period</a> > </td><td class="memItemRight" valign="bottom"><b>capFloorLengths_</b></td></tr>
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<tr class="memitem:aa7a35418d73094c674732ff122cfd59d inherit pro_attribs_class_quant_lib_1_1_optionlet_stripper"><td class="memItemLeft" align="right" valign="top"><a id="aa7a35418d73094c674732ff122cfd59d"></a>
const VolatilityType </td><td class="memItemRight" valign="bottom"><b>volatilityType_</b></td></tr>
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const <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>displacement_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_lazy_object"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_lazy_object')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_lazy_object.html">LazyObject</a></td></tr>
<tr class="memitem:abcf8c3b096b3eea8688019abe7180471 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="abcf8c3b096b3eea8688019abe7180471"></a>
bool </td><td class="memItemRight" valign="bottom"><b>calculated_</b></td></tr>
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<tr class="memitem:a72e3e9b2ee0ed5ab8aa688b9422d8138 inherit pro_attribs_class_quant_lib_1_1_lazy_object"><td class="memItemLeft" align="right" valign="top"><a id="a72e3e9b2ee0ed5ab8aa688b9422d8138"></a>
bool </td><td class="memItemRight" valign="bottom"><b>frozen_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>alwaysForward_</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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><h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a33f04fb3ac37abe7c9c6032cff611745">◆ </a></span>performCalculations()</h2>
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<td class="memname">void performCalculations </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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