Re: [Quantlib-dev] SmileSection

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

On Tue, 2009-10-20 at 15:11 +0200, Ferdinando Ametrano wrote:
> On Tue, Oct 20, 2009 at 2:46 PM, Chris Kenyon <chr...@ya...> wrote:
> Anyway I wonder if we might reserve exerciseTime for
> time-from-referenceDate()-to-exercise and then deal with
> time-for-volatility-to-build-up in volatilityImpl / varianceImpl.
> Would this choice make your code more complex or unnatural ?
> I.e. add a varianceTime (time-for-volatility-to-build-up) when it is
> not equal to exerciseTime (time-from-referenceDate()-to-exercise)

I raise:  why is exerciseTime() public when it's only used internally?

Luigi


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