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_ |