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optionletstripper.hpp
Langue: en
Version: 382068 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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