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QuantLib_StrippedOptionletAdapter

NAME

QuantLib::StrippedOptionletAdapter -

SYNOPSIS

#include <ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp>

Inherits QuantLib::OptionletVolatilityStructure, and QuantLib::LazyObject.

Public Member Functions

StrippedOptionletAdapter (const boost::shared_ptr< StrippedOptionletBase > &)

TermStructure interface

 

Date maxDate () const

VolatilityTermStructure interface

 

Rate minStrike () const

Rate maxStrike () const

LazyObject interface

 

void update ()

void performCalculations () const

Protected Member Functions

OptionletVolatilityStructure interface

 

boost::shared_ptr< SmileSection > smileSectionImpl (Time optionTime) const

Volatility volatilityImpl (Time length, Rate strike) const

Detailed Description

Adapter class for turning a StrippedOptionletBase object into an OptionletVolatilityStructure.

Member Function Documentation

void update () [virtual]This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Reimplemented from LazyObject.

void performCalculations () const [virtual]This method must implement any calculations which must be (re)done in order to calculate the desired results.

Implements LazyObject.

Author

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