StrippedOptionletAdapter (3) Linux Manual Page

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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