CapletVarianceCurve Class Reference

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

Inheritance diagram for CapletVarianceCurve:

List of all members.

Public Member Functions

 CapletVarianceCurve (const Date &referenceDate, const std::vector< Date > &dates, const std::vector< Volatility > &capletVolCurve, const DayCounter &dayCounter)
Real minStrike () const
 the minimum strike for which the term structure can return vols
Real maxStrike () const
 the maximum strike for which the term structure can return vols
TermStructure interface
DayCounter dayCounter () const
 the day counter used for date/time conversion
Date maxDate () const
 the latest date for which the curve can return values

Protected Member Functions

boost::shared_ptr< SmileSectionsmileSectionImpl (Time t) const
 implements the actual smile calculation in derived classes
Volatility volatilityImpl (Time t, Rate) const
 implements the actual volatility calculation in derived classes


Detailed Description

Deprecated:
use the StrippedOptionletAdapter of a StrippedOptionlet instance