Re: [Quantlib-dev] SmileSection

[Luigi B. <lui...@gm...>]

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


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2 is not equal to 3 -- not even for large values of 2.