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Reference manual - version qle_version
Public Member Functions | List of all members
AtmAdjustedSmileSection Class Reference
+ Inheritance diagram for AtmAdjustedSmileSection:

Public Member Functions

 AtmAdjustedSmileSection (const boost::shared_ptr< QuantLib::SmileSection > &base, const QuantLib::Real baseAtmLevel, const QuantLib::Real targetAtmLevel)
 
QuantLib::Real minStrike () const override
 
QuantLib::Real maxStrike () const override
 
QuantLib::Real atmLevel () const override
 
const QuantLib::Date & exerciseDate () const override
 
QuantLib::VolatilityType volatilityType () const override
 
QuantLib::Rate shift () const override
 
const QuantLib::Date & referenceDate () const override
 
QuantLib::Time exerciseTime () const override
 
const QuantLib::DayCounter & dayCounter () const override