kinterpolatedyoyoptionletvolatilitysurface.hpp

Langue: en

Version: 381006 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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