optionletstripper1.hpp

Langue: en

Autres versions - même langue

Version: 382770 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/volatility/optionlet/optionletstripper1.hpp -

optionlet (caplet/floorlet) volatility stripper

SYNOPSIS


#include <ql/termstructures/volatility/optionlet/optionletstripper.hpp>

Classes


class OptionletStripper1

Typedefs


typedef std::vector< std::vector< boost::shared_ptr< CapFloor > > > CapFloorMatrix

Detailed Description

optionlet (caplet/floorlet) volatility stripper

Author

Generated automatically by Doxygen for QuantLib from the source code.