#include <qle/termstructures/strippedoptionletadapter2.hpp>

Inheritance diagram for StrippedOptionletAdapter2:

Public Member Functions
	StrippedOptionletAdapter2 (const boost::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

boost::shared_ptr< QuantLib::OptionletStripper >	optionletStripper () const

QuantLib::VolatilityType	volatilityType () const override

QuantLib::Real	displacement () const override

OptionletVolatilityStructure interface
boost::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.

Public Member Functions