datedstrippedoptionletadapter.hpp File Reference

StrippedOptionlet Adapter. More...

#include <qle/termstructures/datedstrippedoptionletbase.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

Classes
class	DatedStrippedOptionletAdapter
	Adapter class for turning a DatedStrippedOptionletBase object into an OptionletVolatilityStructure. More...

Detailed Description

StrippedOptionlet Adapter.