strippedoptionletadapter (3) - Linux Manuals

strippedoptionletadapter: StrippedOptionlet Adapter.

NAME

ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp - StrippedOptionlet Adapter.

SYNOPSIS

#include <ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/math/interpolations/sabrinterpolation.hpp>

Classes

class StrippedOptionletAdapter

Detailed Description

StrippedOptionlet Adapter.

Author

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