- QuantLib
- SmileSection
 
interest rate volatility smile section More...
#include <ql/termstructures/volatility/smilesection.hpp>

| Public Member Functions | |
| SmileSection (const Date &d, const DayCounter &dc=DayCounter(), const Date &referenceDate=Date()) | |
| SmileSection (Time exerciseTime, const DayCounter &dc=DayCounter()) | |
| virtual void | update () | 
| virtual Real | minStrike () const =0 | 
| virtual Real | maxStrike () const =0 | 
| Real | variance (Rate strike) const | 
| Volatility | volatility (Rate strike) const | 
| virtual Real | atmLevel () const =0 | 
| const Date & | exerciseDate () const | 
| const Date & | referenceDate () const | 
| Time | exerciseTime () const | 
| const DayCounter & | dayCounter () const | 
| Protected Member Functions | |
| virtual void | initializeExerciseTime () const | 
| virtual Real | varianceImpl (Rate strike) const | 
| virtual Volatility | volatilityImpl (Rate strike) const =0 | 
interest rate volatility smile section
This abstract class provides volatility smile section interface