Re: the HTML documentation

[Venkatesh Rao]

In using  BlackVarianceSurface objects, I needed to extrapolate  vol values by strike.  In the online HTML  documentation [(http://quantlib.org/reference/class_quant_lib_1_1_extended_black_variance_surface.html ---which is what I get if i type in blackvariancesurface in the search box)) , the constructor function clearly suggests extrapolation is possible, but does not seem to provide (for a not-too-experienced user like myself)  enough detail to actually exploit this feature.  In poking around on the web, I came across this site (http://quantlib.sourcearchive.com/documentation/1.1-1/classQuantLib_1_1BlackVarianceSurface.html) , which showed that i needed to invoke the "enableExtrapolation()" function/modifier.  
Also, from this site, it became clear that the "blackVol" function takes a third argument ("true") that enables the function to generate extrapolated values by strike.  

My questions are: (i) am I not searching the documentation properly; or (ii) should i be looking elsewhere for "authoritative" documentation?  
thanks

P.C. Venkatesh  
Stress Testing
Division of Banking Supervision & Regulation
Board of Governors of the Federal Reserve System
vox: 202 452 3847
email: [hidden email]
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[Luigi Ballabio]

Hello,
    the first site (the official one at quantlib.org) has the same
information, but you have to drill down the inheritance hierarchy.  At
the top of the page, if you click on the corresponding boxes in the
inheritance diagram, you'll be taken to the documentation for the base
classes (BlackVarianceTermStructure, BlackVolTermStructure and so on)
which show the methods you needed.

I do agree that this is not as comfortable. We might consider
including all inherited methods in the documentation of each class,
but we'd have to see how much this increases the size of the
documentation.

Luigi


On Sun, Sep 30, 2012 at 4:07 PM,  <[hidden email]> wrote:

> In using  BlackVarianceSurface objects, I needed to extrapolate  vol values
> by strike.  In the online HTML  documentation
> [(http://quantlib.org/reference/class_quant_lib_1_1_extended_black_variance_surface.html
> ---which is what I get if i type in blackvariancesurface in the search box))
> , the constructor function clearly suggests extrapolation is possible, but
> does not seem to provide (for a not-too-experienced user like myself)
> enough detail to actually exploit this feature.  In poking around on the
> web, I came across this site
> (http://quantlib.sourcearchive.com/documentation/1.1-1/classQuantLib_1_1BlackVarianceSurface.html)
> , which showed that i needed to invoke the "enableExtrapolation()"
> function/modifier.
> Also, from this site, it became clear that the "blackVol" function takes a
> third argument ("true") that enables the function to generate extrapolated
> values by strike.
>
> My questions are: (i) am I not searching the documentation properly; or (ii)
> should i be looking elsewhere for "authoritative" documentation?
> thanks
>
> P.C. Venkatesh
> Stress Testing
> Division of Banking Supervision & Regulation
> Board of Governors of the Federal Reserve System
> vox: 202 452 3847
> email: [hidden email]
> ------------------------------------------------------------------------------
> Everyone hates slow websites. So do we.
> Make your web apps faster with AppDynamics
> Download AppDynamics Lite for free today:
> http://ad.doubleclick.net/clk;258768047;13503038;j?
> http://info.appdynamics.com/FreeJavaPerformanceDownload.html
> _______________________________________________
> QuantLib-users mailing list
> [hidden email]
> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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