Public Member Functions | |
ConstantSmileSection (const Volatility vol) | |
ctor | |
Volatility | volatility (Real strike) const override |
Public Member Functions inherited from FxSmileSection | |
FxSmileSection (Real spot, Real rd, Real rf, Time t) | |
DiscountFactor | domesticDiscount () const |
DiscountFactor | foreignDiscount () const |
Inspectors | |
const Volatility | volatility () const |
Additional Inherited Members | |
Protected Attributes inherited from FxSmileSection | |
Real | spot_ |
Real | rd_ |
Real | rf_ |
Time | t_ |