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

| 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 | |
Adapter class for turning a StrippedOptionletBase object into an OptionletVolatilityStructure.
| 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.