QuantLibAddin::OptionletStripper1 Class Reference

#include <qlo/capletvolstructure.hpp>

Inheritance diagram for QuantLibAddin::OptionletStripper1:

Collaboration diagram for QuantLibAddin::OptionletStripper1:

Public Member Functions
	OptionletStripper1 (const boost::shared_ptr< ObjectHandler::ValueObject > &, const boost::shared_ptr< QuantLib::CapFloorTermVolSurface > &, const boost::shared_ptr< QuantLib::IborIndex > &index, QuantLib::Rate switchStrike, QuantLib::Real accuracy, QuantLib::Natural maxIterations, QuantLib::VolatilityType type, QuantLib::Real shift, bool permanent)

Constructor & Destructor Documentation

OptionletStripper1()

QuantLibAddin::OptionletStripper1::OptionletStripper1	(	const boost::shared_ptr< ObjectHandler::ValueObject > &	,
		const boost::shared_ptr< QuantLib::CapFloorTermVolSurface > &	,
		const boost::shared_ptr< QuantLib::IborIndex > &	index,
		QuantLib::Rate	switchStrike,
		QuantLib::Real	accuracy,
		QuantLib::Natural	maxIterations,
		QuantLib::VolatilityType	type,
		QuantLib::Real	shift,
		bool	permanent
	)

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The documentation for this class was generated from the following file:

• capletvolstructure.hpp