DatedStrippedOptionletAdapter Class Reference

Adapter class for turning a DatedStrippedOptionletBase object into an OptionletVolatilityStructure. More...

#include <qle/termstructures/datedstrippedoptionletadapter.hpp>

Inheritance diagram for DatedStrippedOptionletAdapter:

Public Member Functions
	DatedStrippedOptionletAdapter (const boost::shared_ptr< DatedStrippedOptionletBase > &s, const bool flatExtrapolation)
TermStructure interface
Date	maxDate () const override
VolatilityTermStructure interface
Rate	minStrike () const override
Rate	maxStrike () const override
LazyObject interface
void	update () override
void	performCalculations () const override
VolatilityType	volatilityType () const override
Real	displacement () const override

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

Detailed Description

Adapter class for turning a DatedStrippedOptionletBase object into an OptionletVolatilityStructure.

Takes a DatedStrippedOptionletBase and converts it into an OptionletVolatilityStructure with a fixed reference date

    \ingroup termstructures