ImpliedVolTermStructure Class Reference#include <ql/Volatilities/impliedvoltermstructure.hpp>
Inheritance diagram for ImpliedVolTermStructure:
[legend]List of all members.
Detailed Description
Implied vol term structure at a given date in the future.
The given date will be the implied reference date. - Note:
- This term structure will remain linked to the original structure, i.e., any changes in the latter will be reflected in this structure as well.
- Warning:
- It doesn't make financial sense to have an asset-dependant implied Vol Term Structure. This class should be used with term structures that are time dependant only
Member Function Documentation
void update |
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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.
Implements Observer. |
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