interpolatedyoyoptionletstripper.hpp

Langue: en

Version: 377396 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp -

interpolated yoy inflation-cap stripping

SYNOPSIS


#include <ql/instruments/makeyoyinflationcapfloor.hpp>
#include <ql/experimental/inflation/yoyoptionletstripper.hpp>
#include <ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp>
#include <ql/experimental/inflation/yoyoptionlethelpers.hpp>
#include <ql/experimental/inflation/genericindexes.hpp>

Classes


class InterpolatedYoYOptionletStripper< Interpolator1D >

Detailed Description

interpolated yoy inflation-cap stripping

Author

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