Public Member Functions | |
ConstantSpreadSmileSection (const Handle< SwaptionVolatilityStructure > &atm, const Handle< SwaptionVolatilityStructure > &cube, const Real optionTime, const Real swapLength) | |
Rate | minStrike () const override |
Rate | maxStrike () const override |
Rate | atmLevel () const override |
Protected Member Functions | |
Volatility | volatilityImpl (Rate strike) const override |