strippedoptionletadapter.hpp File Reference

Convert a StrippedOptionletBase in to an OptionletVolatilityStructure. More...

#include <algorithm>
#include <ql/math/interpolation.hpp>
#include <ql/termstructures/interpolatedcurve.hpp>
#include <ql/termstructures/volatility/flatsmilesection.hpp>
#include <ql/termstructures/volatility/interpolatedsmilesection.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp>
#include <ql/utilities/dataformatters.hpp>
#include <vector>

Classes
class	StrippedOptionletAdapter< TimeInterpolator, SmileInterpolator >

Detailed Description

Convert a StrippedOptionletBase in to an OptionletVolatilityStructure.