Thanks for this enlightening answer Luigi,
>What were A and X?
A -> HybridCapletVolatilityStructure
X -> ParametrizedCapletVolStructure
To put it in a nutshell the HybridCapletVolatilityStructure class takes two disjoint CapletVolStructures and compute the volatility using the appropriated one depending on the tenor. Anyway it was a poor idea to templatize, and now the construction of the ParametrizedCapletVolStructure is done externally which makes much more sense.
François
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