Year-on-year inflation-volatility bootstrap helper. More...
#include <ql/experimental/inflation/yoyoptionlethelpers.hpp>
 Inheritance diagram for YoYOptionletHelper:
 Inheritance diagram for YoYOptionletHelper:| Public Member Functions | |
| YoYOptionletHelper (const Handle< Quote > &price, Real notional, YoYInflationCapFloor::Type capFloorType, Period &lag, const DayCounter &yoyDayCounter, const Calendar &paymentCalendar, Natural fixingDays, const boost::shared_ptr< YoYInflationIndex > &index, Rate strike, Size n, const boost::shared_ptr< YoYInflationCapFloorEngine > &pricer) | |
| void | setTermStructure (YoYOptionletVolatilitySurface *) | 
| sets the term structure to be used for pricing  More... | |
| Real | impliedQuote () const | 
|  Public Member Functions inherited from BootstrapHelper< YoYOptionletVolatilitySurface > | |
| BootstrapHelper (const Handle< Quote > "e) | |
| BootstrapHelper (Real quote) | |
| const Handle< Quote > & | quote () const | 
| Real | quoteError () const | 
| virtual Date | earliestDate () const | 
| earliest relevant date  More... | |
| virtual Date | maturityDate () const | 
| instrument's maturity date | |
| virtual Date | latestRelevantDate () const | 
| latest relevant date  More... | |
| virtual Date | pillarDate () const | 
| pillar date | |
| virtual Date | latestDate () const | 
| latest date  More... | |
| virtual void | update () | 
| virtual void | accept (AcyclicVisitor &) | 
|  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 () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
| Protected Attributes | |
| Real | notional_ | 
| YoYInflationCapFloor::Type | capFloorType_ | 
| Period | lag_ | 
| Natural | fixingDays_ | 
| boost::shared_ptr< YoYInflationIndex > | index_ | 
| Rate | strike_ | 
| Size | n_ | 
| DayCounter | yoyDayCounter_ | 
| Calendar | calendar_ | 
| boost::shared_ptr< YoYInflationCapFloorEngine > | pricer_ | 
| boost::shared_ptr< YoYInflationCapFloor > | yoyCapFloor_ | 
|  Protected Attributes inherited from BootstrapHelper< YoYOptionletVolatilitySurface > | |
| Handle< Quote > | quote_ | 
| YoYOptionletVolatilitySurface * | termStructure_ | 
| Date | earliestDate_ | 
| Date | latestDate_ | 
| Date | maturityDate_ | 
| Date | latestRelevantDate_ | 
| Date | pillarDate_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
Year-on-year inflation-volatility bootstrap helper.
| 
 | virtual | 
sets the term structure to be used for pricing
Reimplemented from BootstrapHelper< YoYOptionletVolatilitySurface >.