optionletstripper1.hpp File Reference

Optionlet (caplet/floorlet) volatility strippers. More...

#include <ql/instruments/capfloor.hpp>
#include <ql/quotes/simplequote.hpp>
#include <qle/termstructures/optionletstripper.hpp>
#include <boost/optional.hpp>

Classes
class	OptionletStripper1

Typedefs
typedef std::vector< std::vector< boost::shared_ptr< QuantLib::CapFloor > > >	CapFloorMatrix

Detailed Description

Optionlet (caplet/floorlet) volatility strippers.