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kinterpolatedyoyoptionletvolatilitysurface.hpp
Langue: en
Version: 381006 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp -K-interpolated yoy optionlet volatility.
SYNOPSIS
#include <ql/experimental/inflation/yoyoptionletstripper.hpp>
Classes
class KInterpolatedYoYOptionletVolatilitySurface< Interpolator1D >
K-interpolated YoY optionlet volatility.
Detailed Description
K-interpolated yoy optionlet volatility.
Author
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