ATM optionlet (caplet/floorlet) volatility stripper. More...
#include <ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp>
#include <qle/termstructures/optionletstripper1.hpp>
Classes | |
class | OptionletStripper2 |
ATM optionlet (caplet/floorlet) volatility stripper.