datedstrippedoptionletadapter.hpp File Reference

StrippedOptionlet Adapter. More...

#include <qle/termstructures/datedstrippedoptionletbase.hpp>
#include <ql/math/interpolation.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

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Classes
class	DatedStrippedOptionletAdapter
	Adapter class for turning a DatedStrippedOptionletBase object into an OptionletVolatilityStructure. More...

Namespaces
namespace	QuantExt

Detailed Description

StrippedOptionlet Adapter.

Definition in file datedstrippedoptionletadapter.hpp.