SmileSection Class Reference
#include <ql/termstructures/volatilities/smilesection.hpp>
Inheritance diagram for SmileSection:

Detailed Description
interest rate volatility smile sectionThis 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 Date & | exerciseDate () const |
Time | exerciseTime () const |
const DayCounter & | dayCounter () const |
Protected Attributes | |
Date | exerciseDate_ |
DayCounter | dc_ |
Time | exerciseTime_ |