equityforwardcurvestripper.hpp File Reference

Imply equity forwards from option put/call parity. More...

#include <ql/exercise.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/termstructures/optionpricesurface.hpp>

Go to the source code of this file.

Classes
class	EquityForwardCurveStripper

Namespaces
namespace	QuantExt

Detailed Description

Imply equity forwards from option put/call parity.

Definition in file equityforwardcurvestripper.hpp.