strippedoptionletadapter.hpp

Langue: en

Autres versions - même langue

Version: 378907 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

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

StrippedOptionlet Adapter.

SYNOPSIS


#include <ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/math/interpolations/sabrinterpolation.hpp>

Classes


class StrippedOptionletAdapter

Detailed Description

StrippedOptionlet Adapter.

Author

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