StrippedOptionletAdapter2 Class Reference

#include <qle/termstructures/strippedoptionletadapter2.hpp>

Inheritance diagram for StrippedOptionletAdapter2:

Public Member Functions
	StrippedOptionletAdapter2 (const QuantLib::ext::shared_ptr< QuantLib::StrippedOptionletBase > &, const bool flatExtrapolation=false)
TermStructure interface
QuantLib::Date	maxDate () const override
VolatilityTermStructure interface
QuantLib::Rate	minStrike () const override
QuantLib::Rate	maxStrike () const override
LazyObject interface
void	update () override
void	performCalculations () const override
QuantLib::ext::shared_ptr< QuantLib::OptionletStripper >	optionletStripper () const
QuantLib::VolatilityType	volatilityType () const override
QuantLib::Real	displacement () const override

OptionletVolatilityStructure interface
QuantLib::ext::shared_ptr< QuantLib::SmileSection >	smileSectionImpl (QuantLib::Time optionTime) const override
QuantLib::Volatility	volatilityImpl (QuantLib::Time length, QuantLib::Rate strike) const override

Detailed Description

Adapter class for turning a StrippedOptionletBase object into an OptionletVolatilityStructure.