Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Re-SmileSection-tp13110p13111.html
On Tue, 2009-10-20 at 05:46 -0700, Chris Kenyon wrote:
> virtual is better because some of the time processing gets involved.
> I'd like the following virtual:
>
> virtual void initializeExerciseTime()
> const; // currently not virtual
> virtual Real varianceImpl(Rate strike) const;
> // currently not virtual
> virtual Volatility volatilityImpl(Rate strike) const = 0;
> // OK
Ok--seeing as Nando agreed, I'll do that. Unless given a shout, I'll
also fix a couple of other things I've seen in SmileSection, namely, the
derived SpreadedSmileSection being declared as a friend and the
SabrSmileSection class being defined in the same file.
Luigi
--
Grabel's Law:
2 is not equal to 3 -- not even for large values of 2.
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