29#ifndef quantlib_optionletstripper1_hpp
30#define quantlib_optionletstripper1_hpp
32#include <ql/termstructures/volatility/optionlet/optionletstripper.hpp>
47 const ext::shared_ptr<CapFloorTermVolSurface>&,
48 const ext::shared_ptr<IborIndex>& index,
50 Real accuracy = 1.0e-6,
55 bool dontThrow =
false);
Shared handle to an observable.
Matrix used in linear algebra.
template class providing a null value for a given type.
const Matrix & capletVols() const
void performCalculations() const override
bool floatingSwitchStrike_
Rate switchStrike() const
const Matrix & optionletPrices() const
const Matrix & capFloorPrices() const
const Matrix & capFloorVolatilities() const
Real displacement() const override
unsigned QL_INTEGER Natural
positive integer