Public Member Functions | |
BlackVolFromCreditVolWrapper (const QuantLib::Handle< QuantExt::CreditVolCurve > &vol, const QuantLib::Real underlyingLength) | |
const QuantLib::Date & | referenceDate () const override |
QuantLib::Real | minStrike () const override |
QuantLib::Real | maxStrike () const override |
QuantLib::Date | maxDate () const override |