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QuantLib_StrippedOptionletAdapter
Langue: en
Version: 373817 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
- NAME
- SYNOPSIS
- Detailed Description
- 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.
- void performCalculations () const [virtual]This method must implement any calculations which must be (re)done in order to calculate the desired results.
- Author
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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