Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Expose-a-QuantLib-class-method-to-QuantLibAddin-tp319p325.html
On Fri, 2011-07-01 at 11:53 +0200, g m wrote:
> Hi,
> Luigi, I didn't find the localVol public method (I'm working on the
> latest release (May 23d 2011))
It's inherited from LocalVolTermStructure, which is the base class
defining the interface.
Your code can pretty much parallel what's already there, with
LocalVolSurface taking the place of BlackVolSurface and
LocalVolTermStructure in place of BlackVolTermStructure. I don't think
you need a LocalVolSurfaceImp class.
Luigi
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