interpolated yoy inflation-cap stripping More...
#include <ql/instruments/makeyoyinflationcapfloor.hpp>#include <ql/math/solvers1d/brent.hpp>#include <ql/experimental/inflation/yoyoptionletstripper.hpp>#include <ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp>#include <ql/experimental/inflation/yoyoptionlethelpers.hpp>#include <ql/experimental/inflation/genericindexes.hpp>
Classes | |
| class | InterpolatedYoYOptionletStripper< Interpolator1D > |
interpolated yoy inflation-cap stripping