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interpolatedyoyoptionletstripper.hpp
Langue: en
Version: 377396 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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