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strippedoptionletadapter.hpp
Langue: en
Version: 378907 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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