optionlet (caplet/floorlet) volatility stripper More...
#include <ql/termstructures/volatility/optionlet/optionletstripper.hpp>
Classes | |
class | OptionletStripper1 |
Typedefs | |
typedef std::vector < std::vector < boost::shared_ptr< CapFloor > > > | CapFloorMatrix |
optionlet (caplet/floorlet) volatility stripper