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<div class="title">StrippedOptionletAdapter Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::StrippedOptionletAdapter" --><!-- doxytag: inherits="QuantLib::OptionletVolatilityStructure,QuantLib::LazyObject" -->
<p><code>#include <ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp></code></p>
<div class="dynheader">
Inheritance diagram for StrippedOptionletAdapter:</div>
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<div class="center"><img src="class_quant_lib_1_1_stripped_optionlet_adapter__inherit__graph.png" border="0" usemap="#_stripped_optionlet_adapter_inherit__map" alt="Inheritance graph"/></div>
<map name="_stripped_optionlet_adapter_inherit__map" id="_stripped_optionlet_adapter_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_optionlet_volatility_structure.html" title="Optionlet (caplet/floorlet) volatility structure." alt="" coords="5,6,181,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_lazy_object.html" title="Framework for calculation on demand and result caching." alt="" coords="205,6,293,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_stripped_optionlet_adapter-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a42f2affb2df109795aa4101130a58454"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::StrippedOptionletAdapter" ref="a42f2affb2df109795aa4101130a58454" args="(const boost::shared_ptr< StrippedOptionletBase > &)" -->
 </td><td class="memItemRight" valign="bottom"><b>StrippedOptionletAdapter</b> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_stripped_optionlet_base.html">StrippedOptionletBase</a> > &)</td></tr>
<tr><td colspan="2"><div class="groupHeader">TermStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a74d8fc5480ca811db8332b7b30597fe9"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::maxDate" ref="a74d8fc5480ca811db8332b7b30597fe9" args="() const " -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#a74d8fc5480ca811db8332b7b30597fe9">maxDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the latest date for which the curve can return values <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">VolatilityTermStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a92f7194103698b0abf537479db1bab49"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::minStrike" ref="a92f7194103698b0abf537479db1bab49" args="() const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#a92f7194103698b0abf537479db1bab49">minStrike</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the minimum strike for which the term structure can return vols <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af96d43a92083621b2e8e980ec2b666b9"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::maxStrike" ref="af96d43a92083621b2e8e980ec2b666b9" args="() const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#af96d43a92083621b2e8e980ec2b666b9">maxStrike</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the maximum strike for which the term structure can return vols <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">LazyObject interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">OptionletVolatilityStructure interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a20b4345b8ea680fd1eb42a91983846a9"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::smileSectionImpl" ref="a20b4345b8ea680fd1eb42a91983846a9" args="(Time optionTime) const " -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_smile_section.html">SmileSection</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#a20b4345b8ea680fd1eb42a91983846a9">smileSectionImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> optionTime) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the actual smile calculation in derived classes <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae1dad241c14ce021b1b9e0ff138a5e85"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::volatilityImpl" ref="ae1dad241c14ce021b1b9e0ff138a5e85" args="(Time length, Rate strike) const " -->
<a class="el" href="group__types.html#gaaa95ab7fe66935e3f7535413fad2a7d3">Volatility</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#ae1dad241c14ce021b1b9e0ff138a5e85">volatilityImpl</a> (<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> length, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> strike) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">implements the actual volatility calculation in derived classes <br/></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Adapter class for turning a <a class="el" href="class_quant_lib_1_1_stripped_optionlet_base.html">StrippedOptionletBase</a> object into an <a class="el" href="class_quant_lib_1_1_optionlet_volatility_structure.html" title="Optionlet (caplet/floorlet) volatility structure.">OptionletVolatilityStructure</a>. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
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<p>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. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_lazy_object.html#ac5c54df7ed3b930268c8d7752c101725">LazyObject</a>.</p>
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<a class="anchor" id="a02b90bbfee3ee29627939544fb59ec93"></a><!-- doxytag: member="QuantLib::StrippedOptionletAdapter::performCalculations" ref="a02b90bbfee3ee29627939544fb59ec93" args="() const " -->
<div class="memitem">
<div class="memproto">
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_stripped_optionlet_adapter.html#a02b90bbfee3ee29627939544fb59ec93">performCalculations</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>This method must implement any calculations which must be (re)done in order to calculate the desired results. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_lazy_object.html#a572dbe926524786c64db01e31dba7ab8">LazyObject</a>.</p>
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