Re: [Quantlib-dev] [QuantLib-svn] SF.net SVN:quantlib:[11264] trunk/QuantLib/ql/termstructures/volatilities /caplet

[DU V. DE V. F. G. P. <fra...@ca...>]

Thanks for this enlightening answer Luigi,

>What were A and X?

A -> HybridCapletVolatilityStructure
X -> ParametrizedCapletVolStructure

To put it in a nutshell the HybridCapletVolatilityStructure class takes =
two disjoint CapletVolStructures and compute the volatility using the =
appropriated one depending on the tenor. Anyway it was a poor idea to =
templatize, and now the construction of the =
ParametrizedCapletVolStructure is done externally which makes much more =
sense.

Fran=E7ois