Public Member Functions | |
EquityForwardCurveStripper (const boost::shared_ptr< OptionPriceSurface > &callSurface, const boost::shared_ptr< OptionPriceSurface > &putSurface, QuantLib::Handle< QuantLib::YieldTermStructure > &forecastCurve, QuantLib::Handle< QuantLib::Quote > &equitySpot, QuantLib::Exercise::Type type=QuantLib::Exercise::European) | |
const std::vector< QuantLib::Date > | expiries () const |
return the expiries | |
const std::vector< QuantLib::Real > | forwards () const |
return the stripped forwards | |
LazyObject interface | |
void | performCalculations () const override |