StrippedOptionletBase Class Reference
#include <ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp>
Inheritance diagram for StrippedOptionletBase:

Public Member Functions | |
virtual const std::vector< Rate > & | optionletStrikes (Size i) const =0 |
virtual const std::vector < Volatility > & | optionletVolatilities (Size i) const =0 |
virtual const std::vector< Date > & | optionletFixingDates () const =0 |
virtual const std::vector< Time > & | optionletFixingTimes () const =0 |
virtual Size | optionletMaturities () const =0 |
virtual const std::vector< Rate > & | atmOptionletRates () const =0 |
virtual DayCounter | dayCounter () const =0 |
virtual Calendar | calendar () const =0 |
virtual Natural | settlementDays () const =0 |
virtual BusinessDayConvention | businessDayConvention () const =0 |