datedstrippedoptionlet.hpp File Reference

Stripped optionlet surface with fixed reference date. More...

#include <qle/termstructures/datedstrippedoptionletbase.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp>

Classes
class	DatedStrippedOptionlet
	Stripped Optionlet Surface. More...

Detailed Description

Stripped optionlet surface with fixed reference date.