StrippedOptionletAdapter Class Reference

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

Inheritance diagram for StrippedOptionletAdapter:

List of all members.

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< SmileSectionsmileSectionImpl (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.