QuantLib: ql/termstructures/volatility/optionlet Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

optionlet Directory Reference

## Files
file | capletvariancecurve.hpp
| caplet variance curve
file | constantoptionletvol.hpp
| Constant caplet/floorlet volatility.
file | optionletstripper.hpp
| optionlet (caplet/floorlet) volatility stripper
file | optionletstripper1.hpp
| optionlet (caplet/floorlet) volatility stripper
file | optionletstripper2.hpp
| optionlet (caplet/floorlet) volatility stripper
file | optionletvolatilitystructure.hpp
| optionlet (caplet/floorlet) volatility structure
file | spreadedoptionletvol.hpp
| Spreaded caplet/floorlet volatility.
file | strippedoptionlet.hpp
file | strippedoptionletadapter.hpp
| StrippedOptionlet Adapter.
file | strippedoptionletbase.hpp