I found an optionletstripper inside the testsuite....So I think I solved the
issue, P >----Messaggio originale---- >Da: [hidden email] >Data: 09/08/2010 9.34 >A: <[hidden email]> >Ogg: [Quantlib-users] Cap Floor volatility structure builder > >Hello, > >I am interested to know if it is available some concrete example about how to >build a Volatility Term Structure: > >My input data are the cap/floor volatilities from VCAP. >I would like to strip the optionlet volatilities. > >Thanks you in advance >P > > >------------------------------------------------------------------------------ >This SF.net email is sponsored by > >Make an app they can't live without >Enter the BlackBerry Developer Challenge >http://p.sf.net/sfu/RIM-dev2dev >_______________________________________________ >QuantLib-users mailing list >[hidden email] >https://lists.sourceforge.net/lists/listinfo/quantlib-users > ------------------------------------------------------------------------------ This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Hi P, [hidden email] schrieb: > I found an optionletstripper inside the testsuite....So I think I solved the > issue, > i remember that all functions that you need to define an optionletstripper are already exported to qlxl. So you can directly build an excel sheet to use in production. Btw you can simply integrate the discussion thread by using your mailer's Reply function. See the policy page from boost. Maintain the Integrity of Discussion Threads *When starting a new topic, always send a fresh message*, rather than beginning a reply to some other message and replacing the subject and body. Many mailers are able to detect the thread you started with and will show the new message as part of the original thread, which probably isn't what you intended. Follow this guideline for your own sake as well as for others'. Often, people scanning for relevant messages will decide they're done with a topic and hide or kill the entire thread: your message will be missed, and you won't get the response you're looking for. By the same token, *When replying to an existing message, use your mailer's "Reply" function*, so that the reply shows up as part of the same discussion thread. -Kim > P > > > ------------------------------------------------------------------------------ This SF.net email is sponsored by Make an app they can't live without Enter the BlackBerry Developer Challenge http://p.sf.net/sfu/RIM-dev2dev _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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