piecewiseoptionletcurve.hpp File Reference

One-dimensional curve of bootstrapped optionlet volatilities. More...

#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/localbootstrap.hpp>
#include <ql/termstructures/yield/bootstraptraits.hpp>
#include <qle/termstructures/capfloorhelper.hpp>
#include <qle/termstructures/iterativebootstrap.hpp>
#include <qle/termstructures/optionletcurve.hpp>

Classes
struct	OptionletTraits
	Traits class that is needed for Bootstrap classes to work More...
class	PiecewiseOptionletCurve< Interpolator, Bootstrap >

Detailed Description

One-dimensional curve of bootstrapped optionlet volatilities.