SmileSection Class Reference

#include <ql/termstructures/volatilities/smilesection.hpp>

Inheritance diagram for SmileSection:

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Detailed Description

interest rate volatility smile section

This abstract class provides volatility smile section interface


Public Member Functions

 SmileSection (const Date &d, const DayCounter &dc=Actual365Fixed(), const Date &referenceDate=Date())
 SmileSection (Time exerciseTime, const DayCounter &dc=Actual365Fixed())
virtual Real minStrike () const=0
virtual Real maxStrike () const=0
virtual Real variance (Rate strike) const =0
virtual Volatility volatility (Rate strike) const =0
const DateexerciseDate () const
Time exerciseTime () const
const DayCounterdayCounter () const

Protected Attributes

Date exerciseDate_
DayCounter dc_
Time exerciseTime_