Inheritance diagram for BlackVolatilitySurfaceAbsolute:

Public Types
enum class	SmileInterpolation { Linear , Cubic }

Public Member Functions
	BlackVolatilitySurfaceAbsolute (Date referenceDate, const std::vector< Date > &dates, const std::vector< std::vector< Real >> &strikes, const std::vector< std::vector< Real >> &strikeQuotes, const DayCounter &dayCounter, const Calendar &calendar, const Handle< Quote > &spot, const Size spotDays, const Calendar spotCalendar, const Handle< YieldTermStructure > &domesticTS, const Handle< YieldTermStructure > &foreignTS, const DeltaVolQuote::DeltaType dt=DeltaVolQuote::DeltaType::Spot, const DeltaVolQuote::AtmType at=DeltaVolQuote::AtmType::AtmDeltaNeutral, const Period &switchTenor=2 *Years, const DeltaVolQuote::DeltaType ltdt=DeltaVolQuote::DeltaType::Fwd, const DeltaVolQuote::AtmType ltat=DeltaVolQuote::AtmType::AtmDeltaNeutral, const SmileInterpolation smileInterpolation=SmileInterpolation::Cubic, const bool flatExtrapolation=true)

Date	maxDate () const override

Real	minStrike () const override

Real	maxStrike () const override

const std::vector< QuantLib::Date > &	dates () const

const std::vector< std::vector< Real > > &	strikes () const

const std::vector< std::vector< Real > > &	strikeQuotes () const

const Handle< Quote > &	spot () const

const Handle< YieldTermStructure > &	domesticTS () const

const Handle< YieldTermStructure > &	foreignTS () const

DeltaVolQuote::DeltaType	deltaType () const

DeltaVolQuote::AtmType	atmType () const

const Period &	switchTenor () const

DeltaVolQuote::DeltaType	longTermDeltaType () const

DeltaVolQuote::AtmType	longTermAtmType () const

SmileInterpolation	smileInterpolation () const

Public Types

Public Member Functions