InflationCapFloorVolCurve Class Reference

#include <ored/marketdata/inflationcapfloorvolcurve.hpp>

Public Member Functions
	InflationCapFloorVolCurve (Date asof, InflationCapFloorVolatilityCurveSpec spec, const Loader &loader, const CurveConfigurations &curveConfigs, map< string, boost::shared_ptr< YieldCurve >> &yieldCurves, map< string, boost::shared_ptr< InflationCurve >> &inflationCurves)

Inspectors
const InflationCapFloorVolatilityCurveSpec &	spec () const
const boost::shared_ptr< QuantExt::YoYOptionletVolatilitySurface >	yoyInflationCapFloorVolSurface () const
	Caplet/Floorlet curve or surface i.e. result of stripping.
const boost::shared_ptr< QuantLib::CPIVolatilitySurface >	cpiInflationCapFloorVolSurface () const

Detailed Description

Wrapper class for building CapFloor volatility structures