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yoyoptionlethelpers.hpp
Langue: en
Version: 373834 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/inflation/yoyoptionlethelpers.hpp -yoy inflation cap and floor term-price structure
SYNOPSIS
#include <ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp>
#include <ql/instruments/inflationcapfloor.hpp>
#include <ql/pricingengines/inflation/inflationcapfloorengines.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
Classes
class YoYOptionletHelper
Year-on-year inflation-volatility bootstrap helper.
Detailed Description
yoy inflation cap and floor term-price structure
helpers for YoY inflation-volatility bootstrap
Author
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