Rechercher une page de manuel
yoyoptionletstripper.hpp
Langue: en
Version: 379026 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/inflation/yoyoptionletstripper.hpp -yoy inflation-cap stripping
SYNOPSIS
#include <ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp>
#include <ql/pricingengines/inflation/inflationcapfloorengines.hpp>
#include <ql/experimental/inflation/yoycapfloortermpricesurface.hpp>
Classes
class YoYOptionletStripper
Interface for inflation cap stripping, i.e. from price surfaces.
Detailed Description
yoy inflation-cap stripping
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre