#include <ql/termstructures/volatility/optionlet/optionletstripper2.hpp>
 Inheritance diagram for OptionletStripper2:
 Inheritance diagram for OptionletStripper2:| Public Member Functions | |
| OptionletStripper2 (const boost::shared_ptr< OptionletStripper1 > &optionletStripper1, const Handle< CapFloorTermVolCurve > &atmCapFloorTermVolCurve) | |
| std::vector< Rate > | atmCapFloorStrikes () const | 
| std::vector< Real > | atmCapFloorPrices () const | 
| std::vector< Volatility > | spreadsVol () const | 
| LazyObject interface | |
| void | performCalculations () const | 
|  Public Member Functions inherited from OptionletStripper | |
| const std::vector< Period > & | optionletFixingTenors () const | 
| const std::vector< Date > & | optionletPaymentDates () const | 
| const std::vector< Time > & | optionletAccrualPeriods () const | 
| boost::shared_ptr< CapFloorTermVolSurface > | termVolSurface () const | 
| boost::shared_ptr< IborIndex > | iborIndex () const | 
| Real | displacement () const | 
| VolatilityType | volatilityType () const | 
| const std::vector< Rate > & | optionletStrikes (Size i) const | 
| const std::vector< Volatility > & | optionletVolatilities (Size i) const | 
| const std::vector< Date > & | optionletFixingDates () const | 
| const std::vector< Time > & | optionletFixingTimes () const | 
| Size | optionletMaturities () const | 
| const std::vector< Rate > & | atmOptionletRates () const | 
| DayCounter | dayCounter () const | 
| Calendar | calendar () const | 
| Natural | settlementDays () const | 
| BusinessDayConvention | businessDayConvention () const | 
|  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 boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
|  Protected Member Functions inherited from OptionletStripper | |
| OptionletStripper (const boost::shared_ptr< CapFloorTermVolSurface > &, const boost::shared_ptr< IborIndex > &iborIndex_, const Handle< YieldTermStructure > &discount=Handle< YieldTermStructure >(), const VolatilityType type=ShiftedLognormal, const Real displacement=0.0) | |
|  Protected Member Functions inherited from LazyObject | |
| virtual void | calculate () const | 
|  Protected Attributes inherited from OptionletStripper | |
| boost::shared_ptr< CapFloorTermVolSurface > | termVolSurface_ | 
| boost::shared_ptr< IborIndex > | iborIndex_ | 
| Handle< YieldTermStructure > | discount_ | 
| Size | nStrikes_ | 
| Size | nOptionletTenors_ | 
| std::vector< std::vector< Rate > > | optionletStrikes_ | 
| std::vector< std::vector< Volatility > > | optionletVolatilities_ | 
| std::vector< Time > | optionletTimes_ | 
| std::vector< Date > | optionletDates_ | 
| std::vector< Period > | optionletTenors_ | 
| std::vector< Rate > | atmOptionletRate_ | 
| std::vector< Date > | optionletPaymentDates_ | 
| std::vector< Time > | optionletAccrualPeriods_ | 
| std::vector< Period > | capFloorLengths_ | 
| const VolatilityType | volatilityType_ | 
| const Real | displacement_ | 
|  Protected Attributes inherited from LazyObject | |
| bool | calculated_ | 
| bool | frozen_ | 
| bool | alwaysForward_ | 
Helper class to extend an OptionletStripper1 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 CapFloorTermVolCurve.
| 
 | virtual | 
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Implements LazyObject.