Option surface interpolator base. More...
#include <qle/interpolators/optioninterpolator2d.hpp>
Public Member Functions | |
OptionInterpolatorBase (const QuantLib::Date &referenceDate) | |
virtual QuantLib::Real | getValue (QuantLib::Time t, QuantLib::Real strike) const =0 |
virtual access methods | |
virtual QuantLib::Real | getValue (QuantLib::Date d, QuantLib::Real strike) const =0 |
const QuantLib::Date & | referenceDate () const |
std::vector< QuantLib::Time > | times () const |
std::vector< QuantLib::Date > | expiries () const |
std::vector< std::vector< QuantLib::Real > > | strikes () const |
std::vector< std::vector< QuantLib::Real > > | values () const |
Option surface interpolator base.