Helper for bootstrapping optionlet volatilities from cap floor volatilities. More...
#include <ql/instruments/capfloor.hpp>
#include <ql/termstructures/bootstraphelper.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
Classes | |
class | CapFloorHelper |
Functions | |
std::ostream & | operator<< (std::ostream &out, CapFloorHelper::Type type) |
In order to convert CapFloorHelper::Type to string. | |
std::ostream & | operator<< (std::ostream &out, CapFloorHelper::QuoteType type) |
In order to convert CapFloorHelper::QuoteType to string. | |
Helper for bootstrapping optionlet volatilities from cap floor volatilities.