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_ |