optionletstripper.hpp

Langue: en

Autres versions - même langue

Version: 382068 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/optionlet/optionletstripper.hpp -

optionlet (caplet/floorlet) volatility stripper

SYNOPSIS


#include <ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp>
#include <ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp>

Detailed Description

optionlet (caplet/floorlet) volatility stripper

Author

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