Class InterpolatedYoYInflationOptionletStripper

Namespace

NanoQL.Experimental

Assembly

NanoQL.dll

The year-on-year optionlet stripper on linear interpolation: QuantLib-Python's InterpolatedYoYInflationOptionletStripper.

[Experimental("NQL0001")]
public sealed class InterpolatedYoYInflationOptionletStripper : InterpolatedYoYOptionletStripper<Linear>

Inheritance

object

YoYOptionletStripper

InterpolatedYoYOptionletStripper<Linear>

InterpolatedYoYInflationOptionletStripper

Inherited Members

InterpolatedYoYOptionletStripper<Linear>.Strip(YoYCapFloorTermPriceSurface, Func<YoYInflationCapFloor, EvaluationContext, YoYOptionletVolatilitySurface, InstrumentResults>, double, EvaluationContext)

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

QuantLib-Python's %template name for InterpolatedYoYOptionletStripper<TInterpolator> on Linear: it adds nothing.

Constructors

InterpolatedYoYInflationOptionletStripper()

public InterpolatedYoYInflationOptionletStripper()