yoyoptionlethelpers.hpp

Langue: en

Version: 373834 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/inflation/yoyoptionlethelpers.hpp -

yoy inflation cap and floor term-price structure

SYNOPSIS


#include <ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp>
#include <ql/instruments/inflationcapfloor.hpp>
#include <ql/pricingengines/inflation/inflationcapfloorengines.hpp>
#include <ql/termstructures/bootstraphelper.hpp>

Classes


class YoYOptionletHelper
Year-on-year inflation-volatility bootstrap helper.

Detailed Description

yoy inflation cap and floor term-price structure

helpers for YoY inflation-volatility bootstrap

Author

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