ql/termstructures/volatilities/interpolatedsmilesection.hpp File Reference


Detailed Description

Interpolated smile section class.

#include <ql/termstructure.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/termstructures/volatilities/smilesection.hpp>

Include dependency graph for interpolatedsmilesection.hpp:


Namespaces

namespace  QuantLib