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Reference manual - version qle_version
Public Member Functions | Protected Attributes | List of all members
FxSmileSection Class Referenceabstract
Term Structures

#include <qle/termstructures/fxsmilesection.hpp>

+ Inheritance diagram for FxSmileSection:

Public Member Functions

 FxSmileSection (Real spot, Real rd, Real rf, Time t)
 
virtual Volatility volatility (Real strike) const =0
 
DiscountFactor domesticDiscount () const
 
DiscountFactor foreignDiscount () const
 

Protected Attributes

Real spot_
 
Real rd_
 
Real rf_
 
Time t_
 

Detailed Description

FX SmileSection

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