[Quantlib-dev] Equipping BlackVolTermStructure with Handles

[Frank H. <fho...@gm...>]

Hi there!
Has anyone of you already had the chance to implement the arguments of, e.g., the BlackVarianceCurve to be passed on as Handles? This would have the advantage of changing the whole stochastic process and derivatives on it by a simple change of a parameter (convenient for numeric greek calc and optimization based on that). In case of a flatVol (from utilities.hpp) this is so and one could take this example as a basis for extending BlackVolTermStructure.

Best regards
Frank
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