StrippedOptionletAdapter Class Reference
#include <ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp>
Inheritance diagram for StrippedOptionletAdapter:

Public Member Functions | |
StrippedOptionletAdapter (const boost::shared_ptr< StrippedOptionletBase > &) | |
TermStructure interface | |
Date | maxDate () const |
the latest date for which the curve can return values | |
VolatilityTermStructure interface | |
Rate | minStrike () const |
the minimum strike for which the term structure can return vols | |
Rate | maxStrike () const |
the maximum strike for which the term structure can return vols | |
LazyObject interface | |
void | update () |
void | performCalculations () const |
Protected Member Functions | |
OptionletVolatilityStructure interface | |
boost::shared_ptr< SmileSection > | smileSectionImpl (Time optionTime) const |
implements the actual smile calculation in derived classes | |
Volatility | volatilityImpl (Time length, Rate strike) const |
implements the actual volatility calculation in derived classes |
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.