EquityForwardCurveStripper Class Reference

Inheritance diagram for EquityForwardCurveStripper:

Public Member Functions
	EquityForwardCurveStripper (const QuantLib::ext::shared_ptr< OptionPriceSurface > &callSurface, const QuantLib::ext::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