OptionletStripper1 (3) Linux Manual Page

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.