YoYOptionletHelper Class Reference
Year-on-year inflation-volatility bootstrap helper. More...
#include <ql/experimental/inflation/yoyoptionlethelpers.hpp>
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 *) |
Real | impliedQuote () const |
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_ |