optionletstripper2.hpp File Reference

ATM optionlet (caplet/floorlet) volatility stripper. More...

#include <ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp>
#include <qle/termstructures/optionletstripper1.hpp>

Classes
class	OptionletStripper2

Detailed Description

ATM optionlet (caplet/floorlet) volatility stripper.