strippedoptionletadapter.hpp File Reference

StrippedOptionlet Adapter. More...

#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>

Include dependency graph for strippedoptionletadapter.hpp:

Classes
class	StrippedOptionletAdapter

Namespaces
namespace	QuantLib

Detailed Description

StrippedOptionlet Adapter.